# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0002071691-26-007327
**Filing Date:** 2026-3
**Character Count:** 8913275
**Document Hash:** 14ee305d6aa6c9771b8ad8929c5e7933
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007327.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007327

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 26803390

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares Core Universal USD Bond ETF (Series ID: S000045644)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000141927 | iShares Core Universal USD Bond ETF | IUSB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Core Universal USD Bond ETF

- **b. EDGAR series identifier (if any):** S000045644

- **c. LEI of Series:** 549300IWM5U5LVTDP761

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

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

- **b. Date as of which information is reported:** 2026-01-31

**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:** $36196007836.78

**Total Liabilities:** $1104668489.60

**Net Assets:** $35091339347.18

**Cash Not Reported:** $30390689.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 13467.89000000 | **1-Year:** 447722.95000000 | **5-Year:** 5231375.79000000 | **10-Year:** 2417877.22000000 | **30-Year:** 2962511.10000000

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

- **3-Month:** 3042.95000000 | **1-Year:** 70274.35000000 | **5-Year:** 496981.70000000 | **10-Year:** 120661.89000000 | **30-Year:** 137356.07000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000141927 | 0.59%                | -0.15%               | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8856297.14             | $99044417.73                               |
| Month 2  | $162819.72               | $-178001636.59                             |
| Month 3  | $2206466.14              | $-45670077.05                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3512866.82   | 0.01%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                                          | Liberty Interactive LLC                                                                                                       | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    505000 | PA      | $33266.04     | 0.00%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1582043 | PA      | $1354029.79   | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                          | Amazon Conservation DAC                                                                                                       | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |   1000000 | PA      | $1029971.53   | 0.00%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1551010 | PA      | $1323828.93   | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60603000 | PA      | $43208045.16  | 0.12%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2019-1, Class AA                                                                 | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    438480 | PA      | $416122.33    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    535000 | PA      | $574117.35    | 0.00%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $668909.95    | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374853.05    | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    285000 | PA      | $298589.59    | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    640000 | PA      | $655072.08    | 0.00%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410679.55    | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1268941.77   | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AmFam Holdings, Inc.                                                             | AmFam Holdings, Inc.                                                                                                          | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $577337.37    | 0.00%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    980000 | PA      | $816764.46    | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    673000 | PA      | $454875.40    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3822200 | PA      | $3950498.91   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                                | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407484.49    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | Johns Hopkins University, Series A                                                                                            | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    253000 | PA      | $149134.50    | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32697702 | PA      | $28329342.19  | 0.08%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System, Inc.                          | Franciscan Missionaries of Our Lady Health System, Inc., Series B                                                             | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    488000 | PA      | $372817.46    | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: —       |
| Empire State Development Corp.                                                   | Empire State Development Corp., Series 2009E                                                                                  | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    135000 | PA      | $140135.05    | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    935000 | PA      | $962095.77    | 0.00%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17878 | PA      | $16362.36     | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1030223.70   | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                                    | LFS Topco LLC                                                                                                                 | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $452206.14    | 0.00%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    783000 | PA      | $780533.78    | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1105524.43   | 0.00%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IFC Development Corporate Treasury Ltd.                                          | IFC Development Corporate Treasury Ltd.                                                                                       | CUSIP: N/A<br>LEI: 254900BKHKLJRAT5BD90       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $390312.65    | 0.00%             | 2029-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series C                                                                           | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    532000 | PA      | $311832.98    | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    575000 | PA      | $563263.15    | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   1550000 | PA      | $1352116.04   | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| LSB Industries, Inc.                                                             | LSB Industries, Inc.                                                                                                          | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485553.08    | 0.00%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBV0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $448821.62    | 0.00%             | 2034-09-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                                                                       | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1559795.89   | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $960912.38    | 0.00%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    660000 | PA      | $617677.26    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    580000 | PA      | $528017.88    | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 06-E                                                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384146.06    | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    395000 | PA      | $262063.65    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485899.89    | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1105547.78   | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207429.15    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $408421.22    | 0.00%             | 2030-01-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1692403 | PA      | $1612691.62   | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series D                                                                                       | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1021533.16   | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    555000 | PA      | $556528.34    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3249715.11   | 0.01%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $720200.15    | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SingTel Group Treasury Pte. Ltd.                                                 | SingTel Group Treasury Pte. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $911948.74    | 0.00%             | 2030-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $445804.08    | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1035257.02   | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4115873 | PA      | $3528750.82   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    503000 | PA      | $495417.07    | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83201000 | PA      | $83756756.68  | 0.24%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $599904.58    | 0.00%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    565000 | PA      | $539617.10    | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    935000 | PA      | $969057.81    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    763000 | PA      | $676552.94    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | Equitable America Global Funding                                                                                              | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74907.62     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $629187.20    | 0.00%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1750277.21   | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SABIC Capital I BV                                                               | SABIC Capital I BV                                                                                                            | CUSIP: N/A<br>LEI: 213800LBMMAIG1FQP389       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $363078.65    | 0.00%             | 2030-09-14      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $987216.28    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    890000 | PA      | $904338.58    | 0.00%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    745000 | PA      | $766755.97    | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    960000 | PA      | $922249.54    | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $898860.79    | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tata Capital Ltd.                                                                | Tata Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 335800TXSHN87ZZ57925       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $407908.56    | 0.00%             | 2028-07-21      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    329000 | PA      | $346005.56    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410720.89    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15113.29     | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                                | Flash Compute LLC                                                                                                             | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $732550.64    | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd. Co.                                                    | STERIS Irish FinCo UnLtd. Co.                                                                                                 | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    687000 | PA      | $634494.24    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    586103 | PA      | $536604.69    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37815903 | PA      | $30830095.05  | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    960000 | PA      | $976813.98    | 0.00%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $611030.38    | 0.00%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                           | Stena International SA                                                                                                        | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    695000 | PA      | $714123.39    | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    482000 | PA      | $412827.61    | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series VV                                                                                        | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    603000 | PA      | $490810.52    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1600000 | PA      | $1424533.12   | 0.00%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1874114.27   | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    755000 | PA      | $822178.08    | 0.00%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $247518.46    | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                           | Sonic Automotive, Inc.                                                                                                        | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    669000 | PA      | $656951.03    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | Dignity Health                                                                                                                | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $390301.95    | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Accendra Health, Inc.                                                            | Accendra Health, Inc.                                                                                                         | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    560000 | PA      | $313582.35    | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| SEPLAT Energy plc                                                                | SEPLAT Energy plc                                                                                                             | CUSIP: N/A<br>LEI: 029200711C4S4CB2E982       | Long             | DBT              | CORP              | NG        |    600000 | PA      | $629078.28    | 0.00%             | 2030-03-21      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1507210.14   | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    705000 | PA      | $733451.60    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1256381.61   | 0.00%             | 2035-02-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: —       |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    745000 | PA      | $736383.24    | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    570000 | PA      | $427524.52    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                                                                   | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $653551.86    | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV                                                            | CUSIP: N/A<br>LEI: XTC5E2QFTEF0435JWL77       | Long             | DBT              | NUSS              | NL        |   1000000 | PA      | $1025509.34   | 0.00%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1131000 | PA      | $813308.53    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                                           | Lsf12 Helix Parent LLC                                                                                                        | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170814.01    | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y1GK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11341 | PA      | $11312.38     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital II                                                      | Farmers Exchange Capital II                                                                                                   | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $338880.91    | 0.00%             | 2053-11-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    436000 | PA      | $413572.13    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394980.71    | 0.00%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262671.65    | 0.00%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716764.91    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    655000 | PA      | $661919.10    | 0.00%             | 2029-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251259.23    | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    905000 | PA      | $846456.27    | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202494.81    | 0.00%             | 2028-03-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320353.58    | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    830000 | PA      | $830079.92    | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15554437 | PA      | $12708192.41  | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    625000 | PA      | $635340.18    | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    759000 | PA      | $755474.47    | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                                            | Diebold Nixdorf, Inc.                                                                                                         | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1012408.35   | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $527479.20    | 0.00%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                          | Kite Realty Group Trust                                                                                                       | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $240366.94    | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145773.96    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $967843.17    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    395000 | PA      | $317135.42    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    690000 | PA      | $672085.32    | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub, Inc.                                                       | Utah Acquisition Sub, Inc.                                                                                                    | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    390000 | PA      | $323464.77    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2956923.07   | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    792000 | PA      | $747494.34    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                               | Cintas Corp. No. 2                                                                                                            | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377228.50    | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1128469 | PA      | $965827.71    | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    850000 | PA      | $857437.23    | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                            | Grupo Bimbo SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $363053.40    | 0.00%             | 2044-06-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Drawbridge Special Opportunities Fund LP                                         | Drawbridge Special Opportunities Fund LP                                                                                      | CUSIP: 26150TAF6<br>LEI: OTW7FAILU3FWEXAKRN53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476947.45    | 0.00%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    960000 | PA      | $930109.46    | 0.00%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27732000 | PA      | $26220078.54  | 0.07%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706783.90    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    643000 | PA      | $629078.87    | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    655000 | PA      | $661427.99    | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4268546.31   | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2180000 | PA      | $2286252.73   | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   3105000 | PA      | $3139759.71   | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89820 | PA      | $91268.83     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    890000 | PA      | $901173.00    | 0.00%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $604432.83    | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | 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        |    420000 | PA      | $274393.82    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554122.24    | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    465000 | PA      | $530056.10    | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266793 | PA      | $258882.87    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5751 | PA      | $5769.86      | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMW Vehicle Owner Trust, Series 2025-A, Class A4                                                                              | CUSIP: 096924AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508856.74    | 0.00%             | 2032-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    918000 | PA      | $904462.63    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $403766.16    | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    450000 | PA      | $485849.41    | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $409456.08    | 0.00%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    670000 | PA      | $677306.88    | 0.00%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $776260.86    | 0.00%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101398.50   | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    400000 | PA      | $398221.84    | 0.00%             | 2030-09-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1476000 | PA      | $1099893.17   | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1095000 | PA      | $1033880.23   | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $2189775.94   | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                                      | Ciena Corp.                                                                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    445000 | PA      | $429056.83    | 0.00%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                          | Sensata Technologies BV                                                                                                       | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $537954.88    | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                                                                | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $475784.28    | 0.00%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4688000 | PA      | $4458229.33   | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAH9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    459000 | PA      | $431415.00    | 0.00%             | 2034-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Blossom Joy Ltd.                                                                 | Blossom Joy Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 300300LGCJ91O86HIU38       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $732026.99    | 0.00%             | 2030-10-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    696000 | PA      | $628539.12    | 0.00%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350205.96    | 0.00%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $615090.50    | 0.00%             | 2030-03-21      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $2007247.77   | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    615000 | PA      | $616134.73    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305554 | PA      | $288714.08    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                                                   | Bank of the Philippine Islands                                                                                                | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | DBT              | CORP              | PH        |    400000 | PA      | $420705.48    | 0.00%             | 2035-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C33, Class A4                                                                              | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4210411.28   | 0.01%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15361.98     | 0.00%             | 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        |    950000 | PA      | $981263.98    | 0.00%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2693401 | PA      | $2494738.28   | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BFQW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10802611 | PA      | $10663875.49  | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $796961.26    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $201197.01    | 0.00%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                                                        | PVH Corp.                                                                                                                     | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    485000 | PA      | $493080.67    | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1096415 | PA      | $949986.69    | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $468815.88    | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658AH5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    304000 | PA      | $316268.78    | 0.00%             | 2028-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    625000 | PA      | $557499.23    | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5694335 | PA      | $5111161.22   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    510000 | PA      | $372422.01    | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                          | Credit Acceptance Corp.                                                                                                       | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $381595.52    | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $596123.93    | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $991722.69    | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2877903.45   | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co., Series R                                                                                   | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245196.22    | 0.00%             | 2056-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    535000 | PA      | $534748.54    | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: 82460EAN0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $395851.18    | 0.00%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aldar Investment Properties Sukuk Ltd.                                           | Aldar Investment Properties Sukuk Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300ZE234V8AG9E962       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $598353.49    | 0.00%             | 2033-05-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3772623.76   | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | Sixth Street Lending Partners                                                                                                 | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    660000 | PA      | $666947.13    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1490055.66   | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                | Vornado Realty LP                                                                                                             | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202360.47    | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                                    | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    745000 | PA      | $700389.84    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |   1400000 | PA      | $1369253.64   | 0.00%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    880000 | PA      | $893825.31    | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1400000 | PA      | $1523399.67   | 0.00%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                                  | Western-Southern Global Funding                                                                                               | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585923.54    | 0.00%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    940000 | PA      | $1004916.37   | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $758650.48    | 0.00%             | 2051-09-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    960000 | PA      | $979236.26    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1008168.98   | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AM7<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    535000 | PA      | $548772.41    | 0.00%             | 2029-06-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $991833.32    | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    940000 | PA      | $645267.48    | 0.00%             | 2050-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    380000 | PA      | $348969.95    | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    345000 | PA      | $361178.09    | 0.00%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1012637.16   | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2419000 | PA      | $2414186.69   | 0.01%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |   1200000 | PA      | $1283569.04   | 0.00%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVR Partners LP                                                                  | CVR Partners LP                                                                                                               | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $521045.43    | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1274235.64   | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                                            | Incora Top Holdco LLC                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    152155 | PA      | $36212.78     | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: —       |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1315000 | PA      | $1335327.74   | 0.00%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $1029996.90   | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    868000 | PA      | $783094.14    | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    782000 | PA      | $696162.89    | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    632000 | PA      | $592533.81    | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    986000 | PA      | $1005092.78   | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10483382 | PA      | $10852117.50  | 0.03%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2950000 | PA      | $2604489.08   | 0.01%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    490000 | PA      | $497482.88    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                                 | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    715000 | PA      | $623326.58    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579574.22    | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286624.35    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    511000 | PA      | $396766.14    | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    360000 | PA      | $328796.41    | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1004932.45   | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ST Engineering RHQ Ltd.                                                          | ST Engineering RHQ Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 25490014OV6DNV4XHI25       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $804521.92    | 0.00%             | 2030-05-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | Permanent University Fund - Texas A&M University System, Series 2017B                                                         | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $82156.59     | 0.00%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485937.86    | 0.00%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5764788 | PA      | $5689682.20   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152178.01    | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1111000 | PA      | $940892.90    | 0.00%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Queen's Health Systems (The)                                                     | Queen's Health Systems (The)                                                                                                  | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |    251000 | PA      | $225404.81    | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority, Series 2010A                                                                                   | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1435000 | PA      | $1661505.83   | 0.00%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $434217.00    | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1200000 | PA      | $1223811.55   | 0.00%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1150000 | PA      | $1174249.35   | 0.00%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1624597.58   | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    185000 | PA      | $164201.86    | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1191266.46   | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Sky Group Finance Ltd.                                                           | Sky Group Finance Ltd.                                                                                                        | CUSIP: 11778BAB8<br>LEI: 213800BZ2GKRAWTQFZ49 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $656630.96    | 0.00%             | 2035-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1378933 | PA      | $1410681.25   | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    505000 | PA      | $495570.22    | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    400000 | PA      | $423132.81    | 0.00%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                      | Xylem, Inc.                                                                                                                   | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    906000 | PA      | $873362.00    | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1215077 | PA      | $1128954.89   | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1619663.27   | 0.00%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    895000 | PA      | $947284.71    | 0.00%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1340000 | PA      | $1364770.58   | 0.00%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    895000 | PA      | $913182.69    | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    955000 | PA      | $847588.09    | 0.00%             | 2031-04-03      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    973000 | PA      | $681701.91    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $351898.65    | 0.00%             | 2047-05-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                            | GEO Group, Inc. (The)                                                                                                         | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    651000 | PA      | $710415.18    | 0.00%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694276.22    | 0.00%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                                      | Cabot Corp.                                                                                                                   | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532222.60    | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55647000 | PA      | $55981751.48  | 0.16%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oil India Ltd.                                                                   | Oil India Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800XXEP14XISP1A16       | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $611359.13    | 0.00%             | 2029-02-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sigma Finance Netherlands BV                                                     | Sigma Finance Netherlands BV                                                                                                  | CUSIP: N/A<br>LEI: 549300K5R8C331KIC659       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $403565.79    | 0.00%             | 2028-03-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2V1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   2500000 | PA      | $2536927.32   | 0.01%             | 2029-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Inversion Escrow Issuer LLC                                                      | Inversion Escrow Issuer LLC                                                                                                   | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990901.50    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1449539.48   | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1671195.59   | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    711000 | PA      | $626709.16    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    771000 | PA      | $769120.16    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918503 | PA      | $956212.50    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17066 | PA      | $17061.19     | 0.00%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1050324.66   | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1225894.61   | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2028028.51   | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CAY0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    610000 | PA      | $540110.00    | 0.00%             | 2030-09-21      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1233808.63   | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2419000 | PA      | $2085077.20   | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1000000 | PA      | $1015632.09   | 0.00%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1129271.54   | 0.00%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    415000 | PA      | $321317.39    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust III                                                   | Five Corners Funding Trust III                                                                                                | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1319216.03   | 0.00%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1060000 | PA      | $1106708.61   | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $561410.99    | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1123432.62   | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566786.03    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279013.62    | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36119000 | PA      | $36573309.30  | 0.10%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $979865.47    | 0.00%             | 2027-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1205079.93   | 0.00%             | 2028-04-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBS3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    430000 | PA      | $424395.40    | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    694000 | PA      | $573065.00    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $409039.87    | 0.00%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851CU6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358883.50    | 0.00%             | 2027-01-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    390000 | PA      | $372396.23    | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Syensqo Finance America LLC                                                      | Syensqo Finance America LLC                                                                                                   | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    510000 | PA      | $533670.69    | 0.00%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    965000 | PA      | $952986.35    | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    582000 | PA      | $631975.49    | 0.00%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2052519 | PA      | $1899840.77   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2036875 | PA      | $2085475.74   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    940000 | PA      | $953807.40    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    490000 | PA      | $528464.88    | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3271 | PA      | $3250.50      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                                    | Vontier Corp.                                                                                                                 | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    778000 | PA      | $713837.84    | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    363000 | PA      | $348259.18    | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    925000 | PA      | $926222.75    | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |   1100000 | PA      | $1121435.99   | 0.00%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                                      | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221891.61    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $926127.78    | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    559119 | PA      | $541613.22    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                        | Main Street Capital Corp.                                                                                                     | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187946.53    | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BL8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1754000 | PA      | $1461897.37   | 0.00%             | 2039-09-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2SD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3607522 | PA      | $3704646.97   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                           | BWX Technologies, Inc.                                                                                                        | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404054.29    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $1504520.64   | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                     | Lennar Corp.                                                                                                                  | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    660000 | PA      | $666508.91    | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    830000 | PA      | $750409.22    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | Thomas Jefferson University                                                                                                   | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    272000 | PA      | $193604.07    | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400717.19    | 0.00%             | 2027-06-26      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255369.47    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780EE2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $198971.36    | 0.00%             | 2031-02-21      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $433721.75    | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1625383.67   | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mylan, Inc.                                                                      | Mylan, Inc.                                                                                                                   | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    750000 | PA      | $612435.08    | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                               | nVent Finance SARL                                                                                                            | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    525000 | PA      | $471115.91    | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 25 Ltd.                                               | CK Hutchison International 25 Ltd.                                                                                            | CUSIP: 178909AA5<br>LEI: 25490034BP1Z4Y4HOG05 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $498644.15    | 0.00%             | 2030-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    535000 | PA      | $554751.32    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                       | Pacific Life Insurance Co.                                                                                                    | CUSIP: 694475AA2<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    205000 | PA      | $276195.89    | 0.00%             | 2039-06-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1652635.93   | 0.00%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207105.20    | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1839201.52   | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    905000 | PA      | $731353.43    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1158413.72   | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1439494.37   | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    915000 | PA      | $938328.67    | 0.00%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1078025.41   | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4048209 | PA      | $3461906.94   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $2205780.53   | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    860000 | PA      | $890096.27    | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VIII Ltd.                                          | China Overseas Finance Cayman VIII Ltd.                                                                                       | CUSIP: N/A<br>LEI: 300300JLMTEWBKJNL662       | Long             | DBT              | CORP              | KY        |    250000 | PA      | $241051.00    | 0.00%             | 2029-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                             | Baldwin Insurance Group Holdings LLC                                                                                          | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $649405.24    | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261361.77    | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                                              | Graham Holdings Co.                                                                                                           | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463766.90    | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    610000 | PA      | $556496.71    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    843000 | PA      | $655066.70    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $873235.02    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457733 | PA      | $407025.99    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    403000 | PA      | $422577.54    | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21982650 | PA      | $19855155.04  | 0.06%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | Montefiore Obligated Group, Series 18-C                                                                                       | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $383554.35    | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                  | PRA Group, Inc.                                                                                                               | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    545000 | PA      | $548574.99    | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2017-2, Class AA                                                                 | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439622 | PA      | $426079.68    | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   4800000 | PA      | $4890148.41   | 0.01%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006240.27   | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1241908.17   | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KT Corp.                                                                         | KT Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $194943.49    | 0.00%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5741 | PA      | $5722.84      | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WDL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53953 | PA      | $52731.37     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    650000 | PA      | $664902.55    | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $997187.33    | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    695000 | PA      | $706547.60    | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    340000 | PA      | $352164.43    | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1300000 | PA      | $1335645.52   | 0.00%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    677000 | PA      | $671985.96    | 0.00%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3235076.56   | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                                           | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |    800000 | PA      | $844189.20    | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Louisville Gas & Electric Co.                                                    | Louisville Gas & Electric Co., Series LOU                                                                                     | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    445000 | PA      | $464609.11    | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47892000 | PA      | $42810958.13  | 0.12%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $453298.23    | 0.00%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AF1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1330826.36   | 0.00%             | 2028-09-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                    | Cheplapharm Arzneimittel GmbH                                                                                                 | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    242000 | PA      | $240790.00    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade Transit System, Series 2020B                                                                             | CUSIP: 59334PJT5<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $757878.27    | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                                                                   | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $266429.95    | 0.00%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    578000 | PA      | $416751.57    | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EA3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $806441.04    | 0.00%             | 2027-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    520000 | PA      | $518193.07    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    455000 | PA      | $467470.97    | 0.00%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WH6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11484 | PA      | $10797.10     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                                      | Mitsubishi HC Capital, Inc.                                                                                                   | CUSIP: 60682LAG7<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $293883.09    | 0.00%             | 2030-04-13      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBF9<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    555000 | PA      | $551002.71    | 0.00%             | 2027-03-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1400000 | PA      | $1459519.18   | 0.00%             | 2034-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $551828.87    | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1345503.35   | 0.00%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556699.89    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    330000 | PA      | $282641.68    | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                       | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A3                                                        | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $973375.26    | 0.00%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Xilinx, Inc.                                                                     | Xilinx, Inc.                                                                                                                  | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1005564.52   | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1423666.87   | 0.00%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    580000 | PA      | $562629.10    | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                 | Concentrix Corp.                                                                                                              | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    945000 | PA      | $982094.17    | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QU7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5557643 | PA      | $5692114.98   | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    910000 | PA      | $957659.26    | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    602000 | PA      | $626543.08    | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    705000 | PA      | $729741.28    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26400 | PA      | $24790.62     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1764781.30   | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1331175.43   | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296044.51    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TBW6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404386.73    | 0.00%             | 2028-03-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co., Series Q                                                                                   | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73774.80     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    760000 | PA      | $793159.11    | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PTC, Inc.                                                                        | PTC, Inc.                                                                                                                     | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    514000 | PA      | $506407.30    | 0.00%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1594428.33   | 0.00%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   3800000 | PA      | $3798110.26   | 0.01%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Primerica, Inc.                                                                  | Primerica, Inc.                                                                                                               | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    555000 | PA      | $504583.66    | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Ports Co. PJSC                                                         | Abu Dhabi Ports Co. PJSC                                                                                                      | CUSIP: N/A<br>LEI: 213800F5LEV1NQJ68T87       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $902123.87    | 0.00%             | 2031-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   2000000 | PA      | $2135012.81   | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XTA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4785541 | PA      | $4300513.41   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77000000 | PA      | $76007421.88  | 0.22%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hongkong Electric Finance Ltd.                                                   | Hongkong Electric Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900ZFMQ2KI2067818       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $542309.40    | 0.00%             | 2030-08-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    565000 | PA      | $540995.00    | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900H06V5RMEB3KE72       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $605855.81    | 0.00%             | 2028-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281607.90    | 0.00%             | 2030-01-13      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1164888.26   | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAT6<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $399699.60    | 0.00%             | 2027-07-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    580000 | PA      | $539299.42    | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1845000 | PA      | $1832750.21   | 0.01%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular SA                                                                                            | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $744760.54    | 0.00%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851ED2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    335000 | PA      | $304159.78    | 0.00%             | 2031-03-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GX9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107045.80    | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    960000 | PA      | $968064.31    | 0.00%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    840000 | PA      | $868472.09    | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    845000 | PA      | $818696.47    | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    935000 | PA      | $926731.05    | 0.00%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1691000 | PA      | $1293435.36   | 0.00%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1582469 | PA      | $1444842.44   | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2018                                                                                              | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127131.63    | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2380627.48   | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    725000 | PA      | $644926.38    | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QVJB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56048 | PA      | $54476.73     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y6ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450311 | PA      | $470181.43    | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    550000 | PA      | $368523.86    | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    333000 | PA      | $331625.14    | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    140000 | PA      | $161715.94    | 0.00%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                            | Toledo Hospital (The)                                                                                                         | CUSIP: 889184AA5<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $227331.00    | 0.00%             | 2045-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1375126 | PA      | $1362360.43   | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1379698.02   | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: 65540KAK1<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $612641.04    | 0.00%             | 2028-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    551000 | PA      | $577418.12    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    970000 | PA      | $975312.92    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                             | Republic of Honduras                                                                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |   1000000 | PA      | $1147455.91   | 0.00%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    325000 | PA      | $316433.69    | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $480820.82    | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    778000 | PA      | $669165.44    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1120935.87   | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   1000000 | PA      | $888601.48    | 0.00%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1004000 | PA      | $1071557.39   | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                                 | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   1055000 | PA      | $1053781.30   | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1145000 | PA      | $1168356.56   | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K101, Class A2                      | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1904636.65   | 0.01%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718626.17    | 0.00%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1137206.45   | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $1022777.80   | 0.00%             | 2033-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series A                                                                                       | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1082055.80   | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fab Sukuk Co. Ltd.                                                               | Fab Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300JEV79SSEDKS489       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $403468.55    | 0.00%             | 2028-01-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $663044.57    | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4016878 | PA      | $4066652.19   | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                      | Jamaica Government Bond                                                                                                       | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   1200000 | PA      | $1450218.93   | 0.00%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp.                                                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   1366000 | PA      | $1425388.32   | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283894 | PA      | $278699.25    | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1175000 | PA      | $1388630.24   | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29331000 | PA      | $28637871.22  | 0.08%             | 2056-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $2847122.11   | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    695000 | PA      | $688211.75    | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327942 | PA      | $325457.57    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    820000 | PA      | $828185.00    | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New York & Presbyterian Hospital (The)                                           | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    208000 | PA      | $115356.67    | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    870000 | PA      | $899077.74    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2021-L6, Class C                                                                       | CUSIP: 61692CBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $209503.61    | 0.00%             | 2054-06-15      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                               | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    515000 | PA      | $450219.15    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    800000 | PA      | $870215.46    | 0.00%             | 2049-01-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP                                           | Calumet Specialty Products Partners LP                                                                                        | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $371158.29    | 0.00%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1571134.85   | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $573676.66    | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    970000 | PA      | $996067.94    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    565000 | PA      | $476071.04    | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    248000 | PA      | $210541.22    | 0.00%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    494000 | PA      | $434792.19    | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $503479.18    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16502230 | PA      | $16258532.66  | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529682.22    | 0.00%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35235.29     | 0.00%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QatarEnergy LNG S3                                                               | QatarEnergy LNG S3                                                                                                            | CUSIP: 75405UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    395342 | PA      | $400728.00    | 0.00%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF Group SACA                                                                                                                | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    395000 | PA      | $371222.42    | 0.00%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Children's Hospital, Inc.                                             | Nationwide Children's Hospital, Inc.                                                                                          | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    263000 | PA      | $228966.10    | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG Power LLC                                                                                                                | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $491054.88    | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                        | Cablevision Lightpath LLC                                                                                                     | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    480000 | PA      | $478163.88    | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    745000 | PA      | $753688.59    | 0.00%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1823395.77   | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4932900 | PA      | $4591568.09   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1230000 | PA      | $1108755.63   | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    845000 | PA      | $860445.50    | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: 48723TAE1<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $406668.23    | 0.00%             | 2027-04-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    583000 | PA      | $417561.80    | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    495000 | PA      | $482763.34    | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398919.47    | 0.00%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $966161.05    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   3800000 | PA      | $2648546.02   | 0.01%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    680000 | PA      | $699329.03    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    760000 | PA      | $773203.22    | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    996000 | PA      | $888566.19    | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                       | Citadel LP                                                                                                                    | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74245.42     | 0.00%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190825.81    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                                        | CGI, Inc.                                                                                                                     | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $420476.23    | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    765000 | PA      | $831208.14    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $760055.07    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47853000 | PA      | $47494102.50  | 0.14%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $812721.42    | 0.00%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518061.58    | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1033651.84   | 0.00%             | 2031-08-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    235000 | PA      | $222453.19    | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    420000 | PA      | $397093.37    | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pakistan Water & Power Development Authority                                     | Pakistan Water & Power Development Authority                                                                                  | CUSIP: N/A<br>LEI: 213800UA74QOTK6IES10       | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $389561.63    | 0.00%             | 2031-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    725000 | PA      | $725114.04    | 0.00%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148642.88    | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| George Washington University (The)                                               | George Washington University (The)                                                                                            | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    355000 | PA      | $326237.75    | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094BG6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1265000 | PA      | $1307783.59   | 0.00%             | 2029-06-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    785000 | PA      | $758156.99    | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $807442.89    | 0.00%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                         | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    460000 | PA      | $469554.54    | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    881000 | PA      | $850783.92    | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    680000 | PA      | $594107.06    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Rady Children's Hospital-San Diego                                               | Rady Children's Hospital-San Diego, Series 21A                                                                                | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |    250000 | PA      | $167411.29    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360247.23    | 0.00%             | 2027-06-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173261 | PA      | $169186.86    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University                                                                                                       | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    548000 | PA      | $517017.31    | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                             | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    965000 | PA      | $988039.47    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231177.54    | 0.00%             | 2029-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1360000 | PA      | $1675537.20   | 0.00%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1035000 | PA      | $1050175.22   | 0.00%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KD6E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292777 | PA      | $262206.01    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                          | Carriage Services, Inc.                                                                                                       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $402671.28    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302742.27    | 0.00%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1435000 | PA      | $1020901.76   | 0.00%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131552.03    | 0.00%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1064239.19   | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $637461.93    | 0.00%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    440000 | PA      | $461672.95    | 0.00%             | 2053-09-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505011.29    | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1097820.44   | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1016577.47   | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2616587.92   | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    683000 | PA      | $717793.65    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4493711 | PA      | $3866999.90   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |   1410792 | PA      | $1151393.71   | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1562891.78   | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1228628.99   | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |    460000 | PA      | $464338.40    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1145000 | PA      | $1183492.60   | 0.00%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    607000 | PA      | $609449.58    | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1335020.34   | 0.00%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1540000 | PA      | $1454715.40   | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1836605.65   | 0.01%             | 2031-03-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1975521 | PA      | $2012994.62   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223633.34    | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   2000000 | PA      | $1816940.71   | 0.01%             | 2046-06-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    750000 | PA      | $531842.72    | 0.00%             | 2062-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    425000 | PA      | $445003.82    | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1115643.97   | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179NTC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15830 | PA      | $14717.78     | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1775896.94   | 0.01%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21356000 | PA      | $20772046.88  | 0.06%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1110000 | PA      | $1139800.40   | 0.00%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56319500 | PA      | $48610768.44  | 0.14%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $825448.11    | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1394155.91   | 0.00%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    725000 | PA      | $719938.56    | 0.00%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238820.67    | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                             | State of Kuwait                                                                                                               | CUSIP: N/A<br>LEI: 549300FSC1YD0D9XX589       | Long             | DBT              | NUSS              | KW        |   3000000 | PA      | $2977667.81   | 0.01%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490774.41    | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799208.96    | 0.00%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EDO Sukuk Ltd.                                                                   | EDO Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5493000LZIE4T625R469       | Long             | DBT              | CORP              | KY        |    900000 | PA      | $948718.02    | 0.00%             | 2033-09-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                                          | Scripps Escrow II, Inc.                                                                                                       | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $294062.89    | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1606796.74   | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    942413 | PA      | $770951.91    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                                | MC Brazil Downstream Trading SARL                                                                                             | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |   1631103 | PA      | $1446642.88   | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36197EFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133444 | PA      | $125199.98    | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |   1400000 | PA      | $1270446.10   | 0.00%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    825000 | PA      | $828974.67    | 0.00%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    455000 | PA      | $431473.28    | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |   3400000 | PA      | $3357209.65   | 0.01%             | 2032-01-21      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $376687.93    | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    675000 | PA      | $680188.85    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411459.79    | 0.00%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $356676.53    | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1222346.88   | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    890000 | PA      | $981029.54    | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1463700 | PA      | $1244640.81   | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   1665000 | PA      | $1673035.05   | 0.00%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                          | Adventist Health System                                                                                                       | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410001.10    | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $400862.43    | 0.00%             | 2030-10-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   3063000 | PA      | $2884314.07   | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1023149.20   | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                      | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287946.63    | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University, Series 2021B                                                                                     | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $695074.06    | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    426000 | PA      | $474975.51    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $593951.94    | 0.00%             | 2054-11-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7S30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76545 | PA      | $72686.07     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    535000 | PA      | $547448.57    | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clearwater Paper Corp.                                                           | Clearwater Paper Corp.                                                                                                        | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    305000 | PA      | $289325.92    | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    483000 | PA      | $474039.72    | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2232000 | PA      | $2248947.56   | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                          | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    435000 | PA      | $162510.00    | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    755000 | PA      | $763476.98    | 0.00%             | 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        |   1570000 | PA      | $1497134.67   | 0.00%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2734329.87   | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    780609 | PA      | $683565.39    | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $680155.21    | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    660000 | PA      | $664725.27    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    100000 | PA      | $100287.88    | 0.00%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287683.53    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $2238415.70   | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    739000 | PA      | $730632.16    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635548 | PA      | $587942.54    | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    275000 | PA      | $177043.83    | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    721000 | PA      | $543490.41    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    668000 | PA      | $617307.80    | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2115000 | PA      | $1918040.62   | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1200000 | PA      | $1198301.02   | 0.00%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1164360.16   | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584314.17    | 0.00%             | 2029-12-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    370000 | PA      | $336725.44    | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE Recovery Funding LLC, Series A-2                                                                                          | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $285700.37    | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    863000 | PA      | $788964.62    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $894164.54    | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $1000297.31   | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    660000 | PA      | $491744.35    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    950000 | PA      | $877773.35    | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    385000 | PA      | $377104.06    | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2198303.97   | 0.01%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250016.00    | 0.00%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    480000 | PA      | $431768.62    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    465000 | PA      | $458386.49    | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2523454 | PA      | $2356792.63   | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266219 | PA      | $257687.97    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    830000 | PA      | $829949.85    | 0.00%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    948000 | PA      | $1022671.46   | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    530000 | PA      | $508774.97    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1200000 | PA      | $1197193.24   | 0.00%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1009552.29   | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                               | Oversea-Chinese Banking Corp. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $602257.20    | 0.00%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $354502.98    | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University                                                                                                       | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483624.76    | 0.00%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    910000 | PA      | $910201.21    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1067680.66   | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2724514.03   | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    880000 | PA      | $897277.91    | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283521.62    | 0.00%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    996000 | PA      | $749897.17    | 0.00%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2257062.85   | 0.01%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co.                                                   | Indianapolis Power & Light Co.                                                                                                | CUSIP: 455434BX7<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276373.37    | 0.00%             | 2035-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EPUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33031 | PA      | $33139.82     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                      | Seattle Children's Hospital, Series 2021                                                                                      | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    545000 | PA      | $334291.02    | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    891000 | PA      | $906302.32    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series B                                                                                                   | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    875000 | PA      | $833420.73    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1420000 | PA      | $1264522.69   | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16950000 | PA      | $12686015.63  | 0.04%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2609778 | PA      | $2631197.17   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rumo Luxembourg SARL                                                             | Rumo Luxembourg SARL                                                                                                          | CUSIP: N/A<br>LEI: 222100HOIQFT7YOSPB46       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $400053.13    | 0.00%             | 2028-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    332000 | PA      | $329691.56    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $957253.23    | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    905000 | PA      | $823076.49    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1000203.26   | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |   1000000 | PA      | $1075190.82   | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   1600000 | PA      | $1644196.70   | 0.00%             | 2034-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    825000 | PA      | $944266.33    | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                        | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354151.76    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    720000 | PA      | $664312.29    | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    925000 | PA      | $921380.25    | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    852000 | PA      | $868525.34    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    795000 | PA      | $835927.93    | 0.00%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley, Series I                                                                                                      | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2634827.02   | 0.01%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2100455 | PA      | $1849402.37   | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    910000 | PA      | $938075.58    | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    700000 | PA      | $675549.52    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                           | Turkiye Is Bankasi A/S                                                                                                        | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $398558.80    | 0.00%             | 2036-04-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $2894871.36   | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                    | Yinson Bergenia Production BV                                                                                                 | CUSIP: N/A<br>LEI: 549300JDIAWKPMZD5256       | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1289857.91   | 0.00%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1480801.74   | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6195013 | PA      | $6386747.95   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                               | APi Group DE, Inc.                                                                                                            | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343726.13    | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                                                   | Marubeni Corp.                                                                                                                | CUSIP: 573810AE8<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $221614.09    | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  89746000 | PA      | $91036098.75  | 0.26%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    520000 | PA      | $526843.68    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EU7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17469 | PA      | $16505.49     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93535 | PA      | $84497.37     | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                                 | Shinhan Financial Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $611827.75    | 0.00%             | 2028-07-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NTK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195269 | PA      | $200371.53    | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $971598.25    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                             | Kennedy-Wilson, Inc.                                                                                                          | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    685000 | PA      | $670535.66    | 0.00%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    485000 | PA      | $403034.35    | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Lineage OP LP                                                                    | Lineage OP LP                                                                                                                 | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171431.95    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bapco Energies BSC Closed                                                        | Bapco Energies BSC Closed                                                                                                     | CUSIP: N/A<br>LEI: 549300OBH16L6TS6IW50       | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $643915.32    | 0.00%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1312215.86   | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    510000 | PA      | $387815.58    | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                                                                   | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |   3400000 | PA      | $3050523.06   | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1032735 | PA      | $943475.73    | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    765000 | PA      | $768097.50    | 0.00%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50399000 | PA      | $51312481.88  | 0.15%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $1062969.06   | 0.00%             | 2035-04-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    540000 | PA      | $564287.48    | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables Owner Trust, Series 2025-4, Class A4                                                                   | CUSIP: 43814XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2256738.03   | 0.01%             | 2032-02-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $999462.64    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377829.38    | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $536593.53    | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203056 | PA      | $201518.25    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6184450 | PA      | $5078945.11   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                                  | NCR Voyix Corp.                                                                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    730000 | PA      | $722411.44    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1244383.66   | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canpack SA                                                                       | Canpack SA                                                                                                                    | CUSIP: N/A<br>LEI: 259400TS8W5E4ILGVP08       | Long             | DBT              | CORP              | US        |    725000 | PA      | $691001.73    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A5                                                                   | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1743863.35   | 0.00%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1433165.73   | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                                | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    967000 | PA      | $917012.56    | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                            | Kioxia Holdings Corp.                                                                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    665000 | PA      | $687407.23    | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510351 | PA      | $478518.52    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    950000 | PA      | $951455.06    | 0.00%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    540000 | PA      | $552917.74    | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $941574.37    | 0.00%             | 2049-09-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    885000 | PA      | $907493.10    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50065XAP9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $610690.98    | 0.00%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314261.94    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197439.23    | 0.00%             | 2027-03-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    595000 | PA      | $590336.37    | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: 74735K2C5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $544665.69    | 0.00%             | 2043-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1222788.71   | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                     | Glencore Finance Canada Ltd.                                                                                                  | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    615000 | PA      | $694830.16    | 0.00%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    510000 | PA      | $413112.74    | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    653000 | PA      | $662292.06    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2367937.40   | 0.01%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    745000 | PA      | $786926.36    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                         | Dresdner Funding Trust I                                                                                                      | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $329474.12    | 0.00%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: N/A<br>LEI: 549300XXMOJSIW8P4769       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $602039.83    | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3752039.99   | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    653000 | PA      | $606955.31    | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730697.84    | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    920000 | PA      | $908747.13    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    620000 | PA      | $565042.75    | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24251943 | PA      | $20697809.42  | 0.06%             | 2053-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1303745.57   | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1359314.22   | 0.00%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    525000 | PA      | $582151.30    | 0.00%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    855000 | PA      | $894344.81    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1105000 | PA      | $1092862.10   | 0.00%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    951000 | PA      | $968085.41    | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    505000 | PA      | $514418.65    | 0.00%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    745000 | PA      | $747659.48    | 0.00%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    480000 | PA      | $417668.00    | 0.00%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   1900000 | PA      | $1916359.64   | 0.01%             | 2027-01-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    635000 | PA      | $647707.96    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H2YR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29388 | PA      | $29025.92     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $632080.32    | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1638814 | PA      | $1643629.22   | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2620150 | PA      | $2168837.61   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    940000 | PA      | $845297.33    | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                                                             | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    730000 | PA      | $722970.99    | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBH7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    865000 | PA      | $880666.87    | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    719000 | PA      | $719066.04    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    530000 | PA      | $360417.59    | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $877309.20    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp.                                                                 | OhioHealth Corp., Series 2020                                                                                                 | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    390000 | PA      | $266490.17    | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261903.07    | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1167601.11   | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPFK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4875632 | PA      | $4540563.62   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    625000 | PA      | $641849.25    | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2870000 | PA      | $2648842.04   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    205000 | PA      | $181515.14    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    485000 | PA      | $474908.09    | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | 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        |    365000 | PA      | $347743.44    | 0.00%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    500000 | PA      | $476139.56    | 0.00%             | 2029-10-29      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $558102.36    | 0.00%             | 2042-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2J0<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    635000 | PA      | $637285.35    | 0.00%             | 2029-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2630000 | PA      | $2701093.63   | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    998000 | PA      | $915412.82    | 0.00%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Central Puget Sound Regional Transit Authority                                   | Central Puget Sound Regional Transit Authority, Series 2009S-2T                                                               | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30525.42     | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | Cencosud SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $839526.80    | 0.00%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2043256 | PA      | $2117991.89   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    510000 | PA      | $489897.58    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    935000 | PA      | $1050168.42   | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6134000 | PA      | $4042849.82   | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42662.68     | 0.00%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -49075000 | PA      | $-49061479.84 | -0.14%            | 2056-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    680000 | PA      | $695810.08    | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    279000 | PA      | $286752.50    | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    620000 | PA      | $540288.01    | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                     | Flex Intermediate Holdco LLC                                                                                                  | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    967000 | PA      | $891146.09    | 0.00%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1032756.05   | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | Maryland Health & Higher Educational Facilities Authority, Series 2020D                                                       | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $157786.56    | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397109.98    | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324143 | PA      | $321858.27    | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1933481 | PA      | $1794847.97   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456649.50    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458608.97    | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    430000 | PA      | $369133.62    | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    618000 | PA      | $569796.59    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1604000 | PA      | $1033434.49   | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    426000 | PA      | $439180.08    | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $826427.10    | 0.00%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                  | KFC Holding Co.                                                                                                               | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |    719000 | PA      | $720427.70    | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1018760.05   | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    696000 | PA      | $568533.40    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $364560.28    | 0.00%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84638 | PA      | $81827.22     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8ZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198582 | PA      | $192322.50    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                   | K. Hovnanian Enterprises, Inc.                                                                                                | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353521.56    | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    700000 | PA      | $729476.02    | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1700000 | PA      | $1665248.19   | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1021098.46   | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5540714 | PA      | $5336400.15   | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1245248.12   | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $834094.63    | 0.00%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    435000 | PA      | $450746.55    | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    655000 | PA      | $601113.51    | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp.                                                         | Wintrust Financial Corp.                                                                                                      | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364091.54    | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1020992.20   | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                                            | MGIC Investment Corp.                                                                                                         | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    590000 | PA      | $589579.18    | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1400000 | PA      | $1381341.02   | 0.00%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd.                                                                  | Aon Global Ltd.                                                                                                               | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    462000 | PA      | $411527.10    | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |   1100000 | PA      | $971563.02    | 0.00%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    417000 | PA      | $352244.43    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BC8<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367719.12    | 0.00%             | 2040-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| John Sevier Combined Cycle Generation LLC                                        | John Sevier Combined Cycle Generation LLC                                                                                     | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82516 | PA      | $80570.64     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $422354.39    | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                      | State Board of Administration Finance Corp., Series 2024A                                                                     | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    750000 | PA      | $792081.99    | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335701.42    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avista Corp.                                                                     | Avista Corp.                                                                                                                  | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    660000 | PA      | $544141.51    | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98659 | PA      | $95733.72     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1835000 | PA      | $1869648.74   | 0.01%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series D                                                                                      | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    935000 | PA      | $942630.87    | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   3764000 | PA      | $3776932.38   | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    680000 | PA      | $683828.08    | 0.00%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2800000 | PA      | $2491948.22   | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                                                        | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    724000 | PA      | $613385.14    | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    132000 | PA      | $89035.62     | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    580000 | PA      | $596366.49    | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Martin Midstream Partners LP                                                     | Martin Midstream Partners LP                                                                                                  | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $452462.12    | 0.00%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Peru LNG SRL                                                                     | Peru LNG SRL                                                                                                                  | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |    750100 | PA      | $729371.87    | 0.00%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    562000 | PA      | $589687.16    | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    400000 | PA      | $392475.48    | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801490.28    | 0.00%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nassau Cos. of New York (The)                                                    | Nassau Cos. of New York (The)                                                                                                 | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $270983.29    | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                           | Neptune Bidco US, Inc.                                                                                                        | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264812.85    | 0.00%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA                                                                                                              | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    845000 | PA      | $980247.78    | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    530000 | PA      | $415704.23    | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    749000 | PA      | $743406.88    | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $458671.02    | 0.00%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    530000 | PA      | $426231.66    | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KR6L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2975217 | PA      | $3087058.47   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    615000 | PA      | $648729.89    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    915000 | PA      | $880641.69    | 0.00%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    415000 | PA      | $321742.65    | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    930000 | PA      | $957115.98    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10106849 | PA      | $9877682.33   | 0.03%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    915000 | PA      | $937958.21    | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Icecek A/S                                                             | Coca-Cola Icecek A/S                                                                                                          | CUSIP: N/A<br>LEI: 789000WT80VVLUWJDK41       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $394883.54    | 0.00%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                   | Bread Financial Holdings, Inc.                                                                                                | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261746.20    | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| State Grid Overseas Investment 2013 Ltd.                                         | State Grid Overseas Investment 2013 Ltd.                                                                                      | CUSIP: 856899AC3<br>LEI: 529900GBH9XYPD4XZZ70 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $188170.77    | 0.00%             | 2043-05-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1010000 | PA      | $1000382.36   | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2504354 | PA      | $2313658.29   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1000000 | PA      | $760911.53    | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                            | Grupo Bimbo SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $465012.01    | 0.00%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    451000 | PA      | $396015.96    | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    518000 | PA      | $513326.59    | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1195659.85   | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24902567 | PA      | $23006341.16  | 0.07%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494975.13    | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oryx Funding Ltd.                                                                | Oryx Funding Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300S728CF0BBRC295       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1027728.95   | 0.00%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299878.77    | 0.00%             | 2031-01-12      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Khazanah Capital Ltd.                                                            | Khazanah Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800O6O4S6ZMOA9R34       | Long             | DBT              | CORP              | MY        |    800000 | PA      | $813405.88    | 0.00%             | 2033-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Axia Energia                                                                     | Axia Energia                                                                                                                  | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | DBT              | CORP              | BR        |    800000 | PA      | $828854.36    | 0.00%             | 2035-01-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $1823342.42   | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253910.62    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $4019810.93   | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2020                                                                                       | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $311188.19    | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Dar Al-Arkan Sukuk Co. Ltd.                                                      | Dar Al-Arkan Sukuk Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $625549.92    | 0.00%             | 2029-02-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1111388.44   | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    825000 | PA      | $852973.35    | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2106647 | PA      | $1946901.74   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    550000 | PA      | $570311.81    | 0.00%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    535000 | PA      | $452006.26    | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108516000 | PA      | $109084013.44 | 0.31%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPSK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2435301 | PA      | $2394404.35   | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    520000 | PA      | $328514.93    | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $494249.40    | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                       | Israel Electric Corp. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $373951.35    | 0.00%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                                        | Insight Enterprises, Inc.                                                                                                     | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    530000 | PA      | $542420.48    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1052010.85   | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1191530.37   | 0.00%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                  | JH North America Holdings, Inc.                                                                                               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107201.03    | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    536000 | PA      | $526739.69    | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    635000 | PA      | $484653.55    | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    795000 | PA      | $761472.60    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    435000 | PA      | $450280.29    | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2345543 | PA      | $2388305.49   | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    905000 | PA      | $726977.35    | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    585000 | PA      | $606514.19    | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    485000 | PA      | $410255.67    | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                  | Affiliated Managers Group, Inc.                                                                                               | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    420000 | PA      | $420006.57    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    905000 | PA      | $838420.28    | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    570000 | PA      | $583410.56    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Industries, Inc.                                                       | Park-Ohio Industries, Inc.                                                                                                    | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338808.05    | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    620000 | PA      | $528861.89    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FCB1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    400000 | PA      | $397679.42    | 0.00%             | 2030-09-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    430000 | PA      | $364868.93    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| MUFG Bank Ltd.                                                                   | MUFG Bank Ltd.                                                                                                                | CUSIP: 064255AX0<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $224509.73    | 0.00%             | 2044-03-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19157293 | PA      | $16289446.16  | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                       | Alexander Funding Trust II                                                                                                    | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $461918.71    | 0.00%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                                 | AMC Entertainment Holdings, Inc.                                                                                              | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    465000 | PA      | $362726.14    | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                                                                  | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    433000 | PA      | $293616.21    | 0.00%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    747000 | PA      | $791442.10    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1739601.01   | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $942998.77    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MEGlobal BV                                                                      | MEGlobal BV                                                                                                                   | CUSIP: N/A<br>LEI: 549300WBVLU2FILR7W19       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $768871.14    | 0.00%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)                               | Egyptian Financial Co. for Sovereign Taskeek (The)                                                                            | CUSIP: N/A<br>LEI: 894500CX5LI3HIC87H85       | Long             | DBT              | NUSS              | EG        |    800000 | PA      | $841501.40    | 0.00%             | 2032-10-07      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    800000 | PA      | $811808.52    | 0.00%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $1044569.77   | 0.00%             | 2036-02-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1212708.10   | 0.00%             | 2028-08-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $242420.40    | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    820000 | PA      | $806806.35    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                       | Trident TPI Holdings, Inc.                                                                                                    | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    590000 | PA      | $592544.16    | 0.00%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                                             | SeaWorld Parks & Entertainment, Inc.                                                                                          | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    750000 | PA      | $733257.18    | 0.00%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    680000 | PA      | $692231.97    | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427Q2E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1125239 | PA      | $1164098.93   | 0.00%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $897416.54    | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3742000 | PA      | $3205727.50   | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86030000 | PA      | $86581129.69  | 0.25%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9ZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2390885 | PA      | $2141236.38   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5732077 | PA      | $4926989.66   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                                               | Kimberly-Clark de Mexico SAB de CV                                                                                            | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $546379.27    | 0.00%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BL5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1120608.25   | 0.00%             | 2027-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    815000 | PA      | $814717.40    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BANK                                                                             | BANK, Series 2020-BN25, Class C                                                                                               | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $175191.21    | 0.00%             | 2063-01-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                       | Phoenix Group Holdings plc                                                                                                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |    450000 | PA      | $455028.83    | 0.00%             | 2027-07-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    716000 | PA      | $722838.13    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc., Series H                                                                                                     | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    437000 | PA      | $299777.45    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                                            | New England Power Co.                                                                                                         | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    386000 | PA      | $294068.14    | 0.00%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AK7<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    990000 | PA      | $885305.50    | 0.00%             | 2051-09-16      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280002.62    | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250067.67    | 0.00%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                                                       | Trident Energy Finance plc                                                                                                    | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $624295.35    | 0.00%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 20B                                                                         | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $916533.90    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1071916.62   | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $339879.59    | 0.00%             | 2052-04-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    715000 | PA      | $633778.49    | 0.00%             | 2032-03-30      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    999490 | PA      | $1032942.06   | 0.00%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    665000 | PA      | $508744.85    | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                       | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                                                                    | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $495862.06    | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3276000 | PA      | $3089451.23   | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    740000 | PA      | $670107.82    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                                             | Star Leasing Co. LLC                                                                                                          | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    655000 | PA      | $626392.90    | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd.                                                          | CNOOC Finance 2013 Ltd.                                                                                                       | CUSIP: 12625GAF1<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |   1100000 | PA      | $1059059.06   | 0.00%             | 2029-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    515000 | PA      | $518230.78    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46317000 | PA      | $45600533.91  | 0.13%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $636079.64    | 0.00%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    860000 | PA      | $716725.82    | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1300752.01   | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $266030.50    | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wuhan Urban Construction Group Co. Ltd.                                          | Wuhan Urban Construction Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300COGKUP1D5V6086       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $406896.97    | 0.00%             | 2027-06-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133B92H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5136345 | PA      | $4783757.86   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    938000 | PA      | $740183.05    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    830000 | PA      | $818381.31    | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MWUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3383490 | PA      | $3402048.82   | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1140000 | PA      | $1087386.15   | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415589.84    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust, Series 2025-A, Class A3                                                                       | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006717.95   | 0.00%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Ziff Davis, Inc.                                                                 | Ziff Davis, Inc.                                                                                                              | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    545000 | PA      | $515989.49    | 0.00%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1338000 | PA      | $1306966.54   | 0.00%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1030145.67   | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $358715.97    | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1343853.81   | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                                   | HSBC USA, Inc.                                                                                                                | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1207759.43   | 0.00%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    307000 | PA      | $296791.94    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1090331.32   | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1622695.08   | 0.00%             | 2034-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1517000 | PA      | $1410032.24   | 0.00%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    745000 | PA      | $781708.98    | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                               | Under Armour, Inc.                                                                                                            | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102421.06    | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                    | CQP Holdco LP                                                                                                                 | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $651129.54    | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    750000 | PA      | $539865.41    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1665000 | PA      | $1675588.38   | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |   1095000 | PA      | $1159007.65   | 0.00%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817698.64    | 0.00%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    605000 | PA      | $612686.56    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BH7<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254556.78    | 0.00%             | 2028-08-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1414458 | PA      | $1279191.93   | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    840000 | PA      | $859818.74    | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                                               | Bacardi-Martini BV                                                                                                            | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $346619.65    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1375000 | PA      | $1378410.38   | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $830202.51    | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YXK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49858 | PA      | $49036.02     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                    | Duquesne Light Holdings, Inc.                                                                                                 | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    545000 | PA      | $498084.92    | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                 | Transurban Finance Co. Pty. Ltd.                                                                                              | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    440000 | PA      | $399945.34    | 0.00%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    330000 | PA      | $360341.71    | 0.00%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    740000 | PA      | $726694.63    | 0.00%             | 2033-06-21      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                     | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |   1611000 | PA      | $1606021.79   | 0.00%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    468000 | PA      | $389052.88    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KN7C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2396693 | PA      | $2232170.77   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479133.52    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co., Series B                                                                                                   | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    386000 | PA      | $434689.59    | 0.00%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $991815.21    | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24958000 | PA      | $17716280.31  | 0.05%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series B                                                                                                   | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    453000 | PA      | $338579.45    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    989000 | PA      | $934256.65    | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $828979.02    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROP Sukuk Trust                                                                  | ROP Sukuk Trust                                                                                                               | CUSIP: N/A<br>LEI: 254900RB1RTZ84ZMF446       | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $204678.78    | 0.00%             | 2029-06-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1919328.80   | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2000000 | PA      | $2023098.81   | 0.01%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    535000 | PA      | $493331.36    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                                     | Bank Mandiri Persero Tbk. PT                                                                                                  | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $808892.20    | 0.00%             | 2028-03-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $621000.72    | 0.00%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18600000 | PA      | $14394656.25  | 0.04%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLE86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1650306 | PA      | $1423171.49   | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magellan Capital Holdings plc                                                    | Magellan Capital Holdings plc                                                                                                 | CUSIP: N/A<br>LEI: 254900YN2K3DJ8B72Q22       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205271.99    | 0.00%             | 2029-07-08      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular SA                                                                                            | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    540000 | PA      | $544598.77    | 0.00%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2259000 | PA      | $2210866.86   | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc.                                                                                              | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    255000 | PA      | $217661.12    | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1470000 | PA      | $1539750.95   | 0.00%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    900000 | PA      | $565621.57    | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510713.83    | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1189349.95   | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1880000 | PA      | $1914932.56   | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                                  | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    600000 | PA      | $596998.25    | 0.00%             | 2031-11-04      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    608000 | PA      | $612075.43    | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71505.67     | 0.00%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    365000 | PA      | $387748.18    | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1435338.21   | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    716000 | PA      | $645377.95    | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2024-2, Class A                                                          | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6765063.27   | 0.02%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $616221.21    | 0.00%             | 2034-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1034543.01   | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84694.69     | 0.00%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                       | Ferguson Enterprises, Inc.                                                                                                    | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    680000 | PA      | $677445.39    | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    545000 | PA      | $447828.81    | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                             | Barrick Mining Corp.                                                                                                          | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $148689.74    | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    853000 | PA      | $528921.18    | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3317531.52   | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    328000 | PA      | $306324.70    | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150003.28    | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1170000 | PA      | $1228874.82   | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Denso Corp.                                                                      | Denso Corp.                                                                                                                   | CUSIP: 24872BAC4<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $399566.48    | 0.00%             | 2030-09-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1135000 | PA      | $1122745.10   | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    990000 | PA      | $938614.94    | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                                                                       | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | TR        |   2600000 | PA      | $2690097.69   | 0.01%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GWFN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  49074271 | PA      | $49275537.90  | 0.14%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    658000 | PA      | $500674.87    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                   | Synchrony Bank                                                                                                                | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    509000 | PA      | $518583.36    | 0.00%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    955000 | PA      | $1013950.26   | 0.00%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1406117.97   | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10063680 | PA      | $9114377.07   | 0.03%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   1400000 | PA      | $997987.86    | 0.00%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1174933.27   | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   2356000 | PA      | $2390038.71   | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                                                                 | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    815000 | PA      | $842311.12    | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ingles Markets, Inc.                                                             | Ingles Markets, Inc.                                                                                                          | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |    398000 | PA      | $376599.61    | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1409706.93   | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                          | Anheuser-Busch Cos. LLC                                                                                                       | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   8511000 | PA      | $7850390.38   | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2381369.08   | 0.01%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317174.06    | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    355000 | PA      | $384471.61    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                                                       | EIDP, Inc.                                                                                                                    | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    637000 | PA      | $589545.00    | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    956000 | PA      | $771754.75    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1800000 | PA      | $1889831.10   | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867229AE6<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $161390.25    | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1455000 | PA      | $1339226.70   | 0.00%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    640000 | PA      | $558371.17    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1290648 | PA      | $1339164.31   | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $604104.44    | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    790000 | PA      | $626551.25    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1136802.12   | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QazaqGaz NC JSC                                                                  | QazaqGaz NC JSC                                                                                                               | CUSIP: N/A<br>LEI: 635400YGLXBBSVHONW39       | Long             | DBT              | CORP              | KZ        |    800000 | PA      | $796244.55    | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                                                                   | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1015000 | PA      | $1047362.96   | 0.00%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2603093.44   | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $484571.47    | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4462623 | PA      | $4327018.78   | 0.01%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAX4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1035030.54   | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223942.85    | 0.00%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    425000 | PA      | $400978.83    | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AQ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    270000 | PA      | $158198.17    | 0.00%             | 2050-07-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2085228.61   | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                   | CUSIP: N/A<br>LEI: 254900LHVH9D3APT8R82       | Long             | DBT              | CORP              | US        |    800000 | PA      | $729693.47    | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    515000 | PA      | $493869.18    | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    780000 | PA      | $786630.17    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp.                                                  | Oaktree Specialty Lending Corp.                                                                                               | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174333.08    | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                                   | Videotron Ltd.                                                                                                                | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $761291.56    | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2584716.52   | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1204019.09   | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1777156.32   | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    635000 | PA      | $478781.41    | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1017616.20   | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62628PAG1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1555000 | PA      | $1547743.29   | 0.00%             | 2029-10-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14559090 | PA      | $12111245.11  | 0.03%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk I Holding Ltd.                                                       | Sobha Sukuk I Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900VZENPT8NAXW686       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $808919.80    | 0.00%             | 2030-09-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2200000 | PA      | $2158966.07   | 0.01%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65245.16     | 0.00%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5806516 | PA      | $5945784.44   | 0.02%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1200000 | PA      | $803248.71    | 0.00%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KSA Ijarah Sukuk Ltd.                                                            | KSA Ijarah Sukuk Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 558600OCHJOSSXHWLV71       | Long             | DBT              | NUSS              | KY        |   1600000 | PA      | $1588899.36   | 0.00%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105GAN2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $403315.06    | 0.00%             | 2027-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                                                           | PSA Treasury Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $376211.24    | 0.00%             | 2029-09-05      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    765000 | PA      | $763436.41    | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1070000 | PA      | $1089782.06   | 0.00%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    505000 | PA      | $511045.89    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |    200000 | PA      | $199667.98    | 0.00%             | 2034-10-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    955000 | PA      | $809991.48    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $725655.07    | 0.00%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231321.95    | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1231077.67   | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    685000 | PA      | $566786.65    | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $344024.15    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                                  | Mirae Asset Securities Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $608987.99    | 0.00%             | 2027-01-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    924000 | PA      | $832153.51    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire                                                                                           | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    360000 | PA      | $333380.86    | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2C0<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612183.69    | 0.00%             | 2033-05-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    535000 | PA      | $541764.57    | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    242000 | PA      | $276129.83    | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    460000 | PA      | $480943.56    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56731000 | PA      | $56371999.14  | 0.16%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $1020832.35   | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                                                                   | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1322250.68   | 0.00%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 20 Ltd.                                               | CK Hutchison International 20 Ltd.                                                                                            | CUSIP: 12564HAB1<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |    685000 | PA      | $494476.11    | 0.00%             | 2050-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ServiceNow, Inc.                                                                 | ServiceNow, Inc.                                                                                                              | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1582127.25   | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106510 | PA      | $108098.56    | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                           | Hercules Capital, Inc.                                                                                                        | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232623.82    | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    480000 | PA      | $461655.15    | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ES76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819019 | PA      | $811554.47    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    555000 | PA      | $595641.95    | 0.00%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    760000 | PA      | $760333.28    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS Specialty Finance LLC                                                                                                    | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    551000 | PA      | $545834.28    | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | Essential Properties LP                                                                                                       | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    617000 | PA      | $564592.00    | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                         | Group 1 Automotive, Inc.                                                                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $565078.58    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                        | CNO Financial Group, Inc.                                                                                                     | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    779000 | PA      | $792698.60    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24689000 | PA      | $23988835.39  | 0.07%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306033.98    | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCS8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96790.80     | 0.00%             | 2034-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    710000 | PA      | $763364.18    | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2225000 | PA      | $2272011.06   | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2855000 | PA      | $2966611.59   | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AL9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $971137.69    | 0.00%             | 2032-07-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $598404.13    | 0.00%             | 2030-11-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    885000 | PA      | $782983.31    | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    888097 | PA      | $726518.06    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415713.10    | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                             | Murphy Oil USA, Inc.                                                                                                          | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    535000 | PA      | $532437.27    | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    530000 | PA      | $568475.87    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   2000000 | PA      | $2014120.62   | 0.01%             | 2028-11-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                           | Global Net Lease, Inc.                                                                                                        | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    540000 | PA      | $528684.22    | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1218896.09   | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   3000000 | PA      | $2855220.61   | 0.01%             | 2029-09-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 06-A                                                                        | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    621000 | PA      | $658997.12    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335852.21    | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    539000 | PA      | $500943.57    | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital LLC                                                  | Velocity Commercial Capital LLC                                                                                               | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182714.71    | 0.00%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    670000 | PA      | $525581.42    | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    895000 | PA      | $646404.26    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $801412.15    | 0.00%             | 2032-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $173406.36    | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    460000 | PA      | $427042.13    | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    860000 | PA      | $798911.72    | 0.00%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1643877.27   | 0.00%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    460000 | PA      | $278328.56    | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2093837.94   | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    855000 | PA      | $776159.34    | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11743706 | PA      | $12402614.98  | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    570000 | PA      | $550118.65    | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3960000 | PA      | $3774296.29   | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |   6127439 | PA      | $5592629.81   | 0.02%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094BH4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1260000 | PA      | $1295683.87   | 0.00%             | 2030-01-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAN4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $1267017.76   | 0.00%             | 2035-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    882000 | PA      | $836995.70    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    666000 | PA      | $663445.23    | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                                                                     | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    515000 | PA      | $537805.27    | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J82S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223846 | PA      | $219160.63    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    942000 | PA      | $908182.84    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4471155 | PA      | $3802169.81   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    805000 | PA      | $714747.14    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $916650.58    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243395.47    | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139082.27    | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                  | National Health Investors, Inc.                                                                                               | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    648000 | PA      | $590448.96    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    190000 | PA      | $201643.94    | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    460000 | PA      | $364421.60    | 0.00%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15709688 | PA      | $14025664.17  | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WF Card Issuance Trust, Series 2024-A1, Class A                                                                               | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012368.96   | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $731740.73    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                                                                | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2002596.43   | 0.01%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $790624.12    | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSV74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1919206 | PA      | $2000792.26   | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    935000 | PA      | $928430.74    | 0.00%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    740000 | PA      | $605152.52    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co.                                                            | Colonial Pipeline Co.                                                                                                         | CUSIP: 195869AG7<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |    655000 | PA      | $737862.74    | 0.00%             | 2032-04-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 239                                                                           | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    500000 | PA      | $474782.45    | 0.00%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Real Hero Merger Sub 2, Inc.                                                     | Real Hero Merger Sub 2, Inc.                                                                                                  | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    629000 | PA      | $304952.18    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F0JL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9738 | PA      | $9687.08      | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance plc                                                       | AXIS Specialty Finance plc                                                                                                    | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    720000 | PA      | $718769.95    | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    921000 | PA      | $681807.05    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BSF Finance                                                                      | BSF Finance                                                                                                                   | CUSIP: N/A<br>LEI: 549300FJCGREO1P1UL36       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $797298.96    | 0.00%             | 2035-09-03      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    765000 | PA      | $781533.29    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3804388.37   | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    709000 | PA      | $694423.34    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35250.23     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-154, Class A2 | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $20040378.18  | 0.06%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1045186.37   | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    725000 | PA      | $552825.20    | 0.00%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |    800000 | PA      | $802387.32    | 0.00%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                                | Mitsubishi HC Finance America LLC                                                                                             | CUSIP: 606790AB9<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    465000 | PA      | $482425.04    | 0.00%             | 2028-09-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    555000 | PA      | $475087.02    | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    549000 | PA      | $429592.42    | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    620000 | PA      | $651122.37    | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1173584.53   | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1018269.61   | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |    800000 | PA      | $836350.59    | 0.00%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2498000 | PA      | $2518919.50   | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2508000 | PA      | $2472298.33   | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    695000 | PA      | $690120.06    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3168125.00   | 0.01%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Simpar Europe SA                                                                 | Simpar Europe SA                                                                                                              | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $495057.49    | 0.00%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Tanger Properties LP                                                             | Tanger Properties LP                                                                                                          | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253787.09    | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $889250.93    | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1140607.57   | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                                  | Western-Southern Global Funding                                                                                               | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    540000 | PA      | $543926.55    | 0.00%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1023423.41   | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3793000 | PA      | $3392182.00   | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                                          | Mohawk Industries, Inc.                                                                                                       | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534997.10    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                            | Wrangler Holdco Corp.                                                                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $551566.90    | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B9, Class A5                                                                            | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2466921.98   | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200730.19    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2139312.15   | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSWD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4220372 | PA      | $4371890.76   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    433000 | PA      | $373040.96    | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $763281.87    | 0.00%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304437.11    | 0.00%             | 2028-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $52645.63     | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1748000 | PA      | $1804898.44   | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025, Sub-Series C-2                                                                                 | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    450000 | PA      | $439421.26    | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $1044336.40   | 0.00%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1013000 | PA      | $961798.89    | 0.00%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $603174.50    | 0.00%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1207375.45   | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    852000 | PA      | $825390.09    | 0.00%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series II                                                                                       | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    415000 | PA      | $361689.58    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    445000 | PA      | $443222.84    | 0.00%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Peak RE Bvi Holding Ltd.                                                         | Peak RE Bvi Holding Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300KB2UHI8ALPSD62       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $404297.52    | 0.00%             | 2030-11-05      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                                | Alumina Pty. Ltd.                                                                                                             | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    475000 | PA      | $493526.08    | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2290000 | PA      | $2345757.72   | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    445000 | PA      | $445850.88    | 0.00%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $386043.11    | 0.00%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1185954.65   | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1157603.36   | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    600000 | PA      | $545457.49    | 0.00%             | 2031-07-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                                       | Cincinnati Financial Corp.                                                                                                    | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    185000 | PA      | $196603.23    | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    990000 | PA      | $717168.84    | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8C27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93548 | PA      | $87911.19     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bocom Leasing Management Hong Kong Co. Ltd.                                      | Bocom Leasing Management Hong Kong Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300VK5E35PN5ZZX74       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $801397.20    | 0.00%             | 2027-06-26      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $795183.90    | 0.00%             | 2031-10-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAL7<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    730000 | PA      | $731325.02    | 0.00%             | 2027-06-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1090000 | PA      | $1004834.57   | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | Brighthouse Financial Global Funding                                                                                          | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $512355.62    | 0.00%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    445000 | PA      | $451140.46    | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1148408.54   | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    733000 | PA      | $673330.59    | 0.00%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    890000 | PA      | $929177.93    | 0.00%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $981960.43    | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    975000 | PA      | $926255.16    | 0.00%             | 2028-12-13      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                                                                     | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    510000 | PA      | $506716.42    | 0.00%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427PDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3456771 | PA      | $3550367.24   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20080449 | PA      | $16705274.39  | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | Whistler Pipeline LLC                                                                                                         | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    530000 | PA      | $547354.42    | 0.00%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                 | Brookfield Asset Management Ltd.                                                                                              | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $419340.52    | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    500000 | PA      | $537876.36    | 0.00%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA                                                                 | Citizens Bank NA                                                                                                              | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    770000 | PA      | $775595.76    | 0.00%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AN5<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251841.06    | 0.00%             | 2027-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                                                                       | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | TR        |   2200000 | PA      | $2405748.75   | 0.01%             | 2029-01-14      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204280.82    | 0.00%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    195000 | PA      | $161491.32    | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                      | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    537000 | PA      | $515789.06    | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dell, Inc.                                                                       | Dell, Inc.                                                                                                                    | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    355000 | PA      | $376471.94    | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Rongshi International Finance Ltd.                                               | Rongshi International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: 5493002NOQBAWLD8YZ55       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $796469.42    | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1401801.24   | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |   1000000 | PA      | $1000021.69   | 0.00%             | 2027-04-16      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351156.31    | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                                           | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    825000 | PA      | $902974.17    | 0.00%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   6400000 | PA      | $6388178.66   | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                                   | New Gold, Inc.                                                                                                                | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $319022.73    | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    695000 | PA      | $482833.47    | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    600000 | PA      | $502490.36    | 0.00%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    755000 | PA      | $778762.60    | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    994000 | PA      | $836931.70    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $937153.94    | 0.00%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681MAT5<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199488.61    | 0.00%             | 2031-03-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    580000 | PA      | $431323.93    | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    597000 | PA      | $524667.09    | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    355000 | PA      | $307018.14    | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $108386.32    | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1102683 | PA      | $1023026.40   | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    670000 | PA      | $674638.73    | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    560000 | PA      | $643337.42    | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $997557.84    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    490000 | PA      | $471603.85    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1108413.42   | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health                                                                                                                 | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    515000 | PA      | $528706.75    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The)                                                                                        | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $182454.36    | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2428029.07   | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    710000 | PA      | $677082.52    | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    816000 | PA      | $725507.88    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1510000 | PA      | $1541399.95   | 0.00%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429471.75    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RRD Intermediate Holdings, Inc.                                                  | RRD Intermediate Holdings, Inc.                                                                                               | CUSIP: 780934AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    516453 | PA      | $532714.41    | 0.00%             | 2030-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2M7<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   9365000 | PA      | $9353858.84   | 0.03%             | 2028-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    654000 | PA      | $617282.13    | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    795000 | PA      | $804742.83    | 0.00%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 130                                                                                           | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    710000 | PA      | $471020.01    | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    950000 | PA      | $900240.94    | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                          | Credit Acceptance Corp.                                                                                                       | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $633897.79    | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                                | Empresas Publicas de Medellin ESP                                                                                             | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $363053.01    | 0.00%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    880000 | PA      | $892006.33    | 0.00%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1038206.91   | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    934000 | PA      | $927261.69    | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144548 | PA      | $136581.78    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    920000 | PA      | $912363.79    | 0.00%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    465000 | PA      | $461193.86    | 0.00%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1153562.16   | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1380002.15   | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    416000 | PA      | $378686.38    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    465000 | PA      | $459337.24    | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Mongolia                                                                | State of Mongolia                                                                                                             | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |    600000 | PA      | $623411.46    | 0.00%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Linde, Inc.                                                                      | Linde, Inc.                                                                                                                   | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    621000 | PA      | $498999.06    | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1257578.45   | 0.00%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    743000 | PA      | $401195.06    | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)                               | Egyptian Financial Co. for Sovereign Taskeek (The)                                                                            | CUSIP: N/A<br>LEI: 894500CX5LI3HIC87H85       | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $608470.84    | 0.00%             | 2029-04-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1234000 | PA      | $1222701.32   | 0.00%             | 2027-01-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    495000 | PA      | $543846.46    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG Power LLC                                                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118011.62    | 0.00%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094BE1<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1012450.45   | 0.00%             | 2028-07-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1465000 | PA      | $1357615.89   | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1036346.15   | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                    | Hologic, Inc.                                                                                                                 | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    930000 | PA      | $926519.16    | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1446887.20   | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $989498.80    | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $2283226.61   | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2046000 | PA      | $1652959.38   | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    759000 | PA      | $753271.88    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    880000 | PA      | $925563.31    | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445991 | PA      | $422954.66    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    545000 | PA      | $550248.03    | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0KF5<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    770000 | PA      | $681488.12    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                                 | Republic of Iraq                                                                                                              | CUSIP: N/A<br>LEI: 2549004N3P710UQ9X454       | Long             | DBT              | NUSS              | IQ        |    641000 | PA      | $637913.33    | 0.00%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1604850.10   | 0.00%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $379272.71    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                        | Sotheby's                                                                                                                     | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757210.37    | 0.00%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1390000 | PA      | $1262164.25   | 0.00%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Shea Homes LP                                                                    | Shea Homes LP                                                                                                                 | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $345581.16    | 0.00%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    555000 | PA      | $566053.80    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720721 | PA      | $654892.85    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California, Series A                                                                                   | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    208000 | PA      | $119338.16    | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    915000 | PA      | $923469.20    | 0.00%             | 2027-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    845000 | PA      | $720464.83    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2585000 | PA      | $2276043.39   | 0.01%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                            | TC Ziraat Bankasi A/S                                                                                                         | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | CORP              | TR        |    800000 | PA      | $829120.92    | 0.00%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    580000 | PA      | $554088.91    | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199976.39    | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452953.52    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    785000 | PA      | $706596.41    | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475845.31    | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WH4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51947 | PA      | $50259.13     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | Synchrony Card Funding LLC, Series 2024-A1, Class A                                                                           | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $4153831.33   | 0.01%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   1600000 | PA      | $1583624.46   | 0.00%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $339359.50    | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2049481.09   | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $183900.08    | 0.00%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1485000 | PA      | $1521175.74   | 0.00%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    500000 | PA      | $514900.08    | 0.00%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55947000 | PA      | $56257331.02  | 0.16%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352758.33    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance, Inc.                                                           | GrafTech Finance, Inc.                                                                                                        | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    475000 | PA      | $351503.10    | 0.00%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    584000 | PA      | $507570.57    | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                              | Triton Container International Ltd.                                                                                           | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    655000 | PA      | $595997.07    | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    960613 | PA      | $878626.85    | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72400000 | PA      | $68921406.25  | 0.20%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1127193.89   | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14842.36     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co. (The)                                                          | Toledo Edison Co. (The)                                                                                                       | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $337682.06    | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    413000 | PA      | $425242.02    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1076337.36   | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    470000 | PA      | $281337.34    | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2017 Ltd.                                     | Sinopec Group Overseas Development 2017 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493001IPW8ZGQ181Z16       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $179175.27    | 0.00%             | 2047-04-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1153184 | PA      | $957788.11    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $798836.32    | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                          | GCI LLC                                                                                                                       | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    654000 | PA      | $638980.79    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                        | SLM Corp.                                                                                                                     | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $293680.56    | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                                    | Snap-on, Inc.                                                                                                                 | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    665000 | PA      | $450666.14    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AQ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1393000 | PA      | $1234221.75   | 0.00%             | 2045-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    770000 | PA      | $788844.51    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    983000 | PA      | $627624.94    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MFF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25941 | PA      | $25649.95     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597259.60    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                                                                | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |   1930000 | PA      | $1959247.17   | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series 10-C                                                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    640000 | PA      | $607422.70    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class B                                                                    | CUSIP: 12652UAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $975504.53    | 0.00%             | 2051-04-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    875000 | PA      | $888279.88    | 0.00%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series H                                                                                      | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    460000 | PA      | $315935.54    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FXI Holdings, Inc.                                                               | FXI Holdings, Inc.                                                                                                            | CUSIP: 36120RAG4<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    800784 | PA      | $737619.85    | 0.00%             | 2030-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W4T4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    805000 | PA      | $830209.59    | 0.00%             | 2029-05-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    865000 | PA      | $883361.16    | 0.00%             | 2029-01-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5939548 | PA      | $5625446.06   | 0.02%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                                 | Turkiye Varlik Fonu Yonetimi A/S                                                                                              | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $428144.50    | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    530000 | PA      | $508356.55    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1149631.72   | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ittihad International II Ltd.                                                    | Ittihad International II Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900N6645P4DHIXJ30       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $415000.00    | 0.00%             | 2030-11-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    790000 | PA      | $766225.32    | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53578 | PA      | $52107.42     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1007136.64   | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | CORP              | UZ        |    600000 | PA      | $630958.12    | 0.00%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    735000 | PA      | $615212.06    | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wilton RE Ltd.                                                                   | Wilton RE Ltd.                                                                                                                | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $390361.60    | 0.00%             | 2030-10-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1114717.03   | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1859978.75   | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    490000 | PA      | $470177.11    | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1197067.53   | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 313381FD2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $245135.02    | 0.00%             | 2027-12-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165850.85    | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C5, Class A3                                                              | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $208985.42    | 0.00%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151060 | PA      | $147737.69    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    498000 | PA      | $490498.12    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc., Series 2019                                                                                               | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    442000 | PA      | $353382.13    | 0.00%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DaVinciRe Holdings Ltd.                                                          | DaVinciRe Holdings Ltd.                                                                                                       | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $204142.99    | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |   1650000 | PA      | $1716927.53   | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    442000 | PA      | $530923.63    | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $955646.06    | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    560000 | PA      | $536912.91    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1695000 | PA      | $1669049.43   | 0.00%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2025-2, Class B                                                                               | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510353.75    | 0.00%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EY4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21235 | PA      | $20855.28     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    618000 | PA      | $399294.41    | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    462000 | PA      | $505576.14    | 0.00%             | 2036-10-15      | Fixed         | 6.62%                 | 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        |   1500000 | PA      | $1457654.07   | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                               | IRB Infrastructure Developers Ltd.                                                                                            | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |    800000 | PA      | $832986.30    | 0.00%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1400000 | PA      | $1385752.31   | 0.00%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                                               | Caturus Energy LLC                                                                                                            | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    510000 | PA      | $531548.44    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    705000 | PA      | $744899.74    | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   8429186 | PA      | $6898382.81   | 0.02%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486428.33    | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                                                       | EIDP, Inc.                                                                                                                    | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    475000 | PA      | $488980.24    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 35                                                                                     | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    770000 | PA      | $684999.68    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    740000 | PA      | $668962.02    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    690000 | PA      | $702051.46    | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    655000 | PA      | $676092.05    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |    600000 | PA      | $502842.41    | 0.00%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings, Series 2021                                                                                    | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174477.04    | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    959568 | PA      | $973876.54    | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106727.90    | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                       | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    573000 | PA      | $586279.96    | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    830000 | PA      | $623782.63    | 0.00%             | 2042-10-19      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2675965 | PA      | $2758077.91   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   4200000 | PA      | $4176323.37   | 0.01%             | 2027-04-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7HS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123534 | PA      | $115699.66    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    670000 | PA      | $702881.72    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16169434 | PA      | $13207222.98  | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    540000 | PA      | $527116.42    | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154121 | PA      | $149717.58    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91829.46     | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2023-V2, Class A2                                                                            | CUSIP: 08163TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $509916.03    | 0.00%             | 2055-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    720000 | PA      | $731432.83    | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                | Vornado Realty LP                                                                                                             | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    390000 | PA      | $355689.61    | 0.00%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1386919.63   | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                                          | Liberty Interactive LLC                                                                                                       | CUSIP: 530715AD3<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    299000 | PA      | $21423.52     | 0.00%             | 2029-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264723 | PA      | $262857.98    | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267747.97    | 0.00%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1713623 | PA      | $1668474.37   | 0.00%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PeaceHealth Obligated Group, Series 2018                                                                                      | CUSIP: 70462GAA6<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    387000 | PA      | $336266.67    | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240544 | PA      | $233597.10    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   5225000 | PA      | $5123649.67   | 0.01%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Pentair Finance SARL                                                             | Pentair Finance SARL                                                                                                          | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    345000 | PA      | $365757.29    | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802857.04    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAU0<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $405559.26    | 0.00%             | 2028-04-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1110000 | PA      | $1140265.40   | 0.00%             | 2031-07-02      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                                                                     | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $454754.76    | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    803000 | PA      | $816524.04    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    847000 | PA      | $531381.57    | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                                                                        | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   1135000 | PA      | $1147008.29   | 0.00%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205031.31    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    900000 | PA      | $923628.52    | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwestern Memorial Healthcare Obligated Group                                 | Northwestern Memorial Healthcare Obligated Group, Series 2021                                                                 | CUSIP: 668103AC8<br>LEI: 549300SYNDSEG3SY2U05 | Long             | DBT              | CORP              | US        |    285000 | PA      | $174840.64    | 0.00%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Nature Conservancy (The)                                                         | Nature Conservancy (The), Series A                                                                                            | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $313506.84    | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1375363.03   | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    685000 | PA      | $670693.99    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    865000 | PA      | $870396.36    | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $405437.04    | 0.00%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| University of Michigan                                                           | University of Michigan, Series 2022A                                                                                          | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1596000 | PA      | $1243086.28   | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    679000 | PA      | $625228.93    | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    315000 | PA      | $303384.61    | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                                        | Fells Point Funding Trust                                                                                                     | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $693777.77    | 0.00%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K141, Class A2                      | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2696973.80   | 0.01%             | 2032-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    638000 | PA      | $495710.05    | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $662614.89    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    669000 | PA      | $672048.31    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAC6<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1000000 | PA      | $992868.33    | 0.00%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $610210.46    | 0.00%             | 2028-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $737902.34    | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PeaceHealth Obligated Group, Series 2020                                                                                      | CUSIP: 70462GAC2<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    398000 | PA      | $260901.62    | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5746126.73   | 0.02%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    935000 | PA      | $928796.50    | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1006578.65   | 0.00%             | 2036-03-16      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | Lincoln Financial Global Funding                                                                                              | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274765.37    | 0.00%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $807177.50    | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $999070.98    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                                                        | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    788000 | PA      | $771344.95    | 0.00%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1347302.48   | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11028726 | PA      | $10235383.70  | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1085000 | PA      | $1127909.32   | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    387000 | PA      | $364887.69    | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    408000 | PA      | $304168.92    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2945000 | PA      | $2693564.72   | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    722000 | PA      | $430160.04    | 0.00%             | 2061-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Warrior Met Coal, Inc.                                                           | Warrior Met Coal, Inc.                                                                                                        | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169151.12    | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2253254.60   | 0.01%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1635000 | PA      | $1679118.72   | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NHQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1873381 | PA      | $1917717.31   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                                          | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1422329.14   | 0.00%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corp.                                                              | Varex Imaging Corp.                                                                                                           | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    334000 | PA      | $339994.36    | 0.00%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1003926.61   | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    625000 | PA      | $662703.53    | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    530000 | PA      | $509061.35    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105GAP7<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $407674.87    | 0.00%             | 2029-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    771000 | PA      | $850645.46    | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    482000 | PA      | $438255.19    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231606.44    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV                                                            | CUSIP: N/A<br>LEI: XTC5E2QFTEF0435JWL77       | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $204304.27    | 0.00%             | 2029-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7VS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7335910 | PA      | $6869911.23   | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2034894 | PA      | $2112877.50   | 0.01%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1378834.66   | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust                                                   | CGMS Commercial Mortgage Trust, Series 2017-B1, Class C                                                                       | CUSIP: 17326CBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $482279.07    | 0.00%             | 2050-08-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    943000 | PA      | $876606.30    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324151.06    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $595360.85    | 0.00%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1275000 | PA      | $1320710.06   | 0.00%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | Allina Health System, Series 2021                                                                                             | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    405000 | PA      | $256508.36    | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    604000 | PA      | $596318.02    | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1217158.89   | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1411950.78   | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    835000 | PA      | $864136.56    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    220000 | PA      | $180147.66    | 0.00%             | 2043-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400792.93    | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201436.47    | 0.00%             | 2027-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Minera Mexico SA de CV                                                           | Minera Mexico SA de CV                                                                                                        | CUSIP: N/A<br>LEI: 2549005BMA2EK49I0T98       | Long             | DBT              | CORP              | MX        |    800000 | PA      | $827848.96    | 0.00%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    360000 | PA      | $332606.40    | 0.00%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                                                  | Ingredion, Inc.                                                                                                               | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    510000 | PA      | $386613.74    | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    800000 | PA      | $661266.69    | 0.00%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    575000 | PA      | $567685.50    | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2E6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413409.33    | 0.00%             | 2030-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4428139.41   | 0.01%             | 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        |    890000 | PA      | $912325.01    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    380000 | PA      | $351862.65    | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    815000 | PA      | $744191.07    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                                                                      | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    480000 | PA      | $499973.21    | 0.00%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1780227.20   | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    565000 | PA      | $585283.51    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    426000 | PA      | $375157.57    | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652186.86    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    420000 | PA      | $345547.70    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1084215.58   | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464243 | PA      | $440858.73    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                     | Diversified Healthcare Trust                                                                                                  | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $463815.92    | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617J3E56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29087 | PA      | $28609.24     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    560000 | PA      | $579706.82    | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                           | State of Mongolia                                                                                                             | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |    600000 | PA      | $642498.60    | 0.00%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400288.48    | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $868207.15    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                | Boyd Gaming Corp.                                                                                                             | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1044457.60   | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    478000 | PA      | $363894.35    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231634.33    | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd.                                                          | CNOOC Finance 2013 Ltd.                                                                                                       | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $611949.03    | 0.00%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1397000 | PA      | $1272673.29   | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Shinhan Card Co. Ltd.                                                            | Shinhan Card Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400VPS0FMK2WR8F98       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $413142.04    | 0.00%             | 2029-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                                                                    | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1155000 | PA      | $1177077.57   | 0.00%             | 2054-09-03      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    985000 | PA      | $987713.20    | 0.00%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K746, Class A2                      | CUSIP: 3137H4BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $955316.41    | 0.00%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2904833 | PA      | $2981474.09   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1124000 | PA      | $975959.95    | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $633791.55    | 0.00%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    420000 | PA      | $393538.65    | 0.00%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2202917.50   | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    960000 | PA      | $837543.91    | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                                                                  | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $277645.18    | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | University of Notre Dame du Lac, Series 2015                                                                                  | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    304000 | PA      | $235626.52    | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339795.38    | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    657000 | PA      | $620739.12    | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    661000 | PA      | $665118.31    | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    615000 | PA      | $643858.43    | 0.00%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                            | Silgan Holdings, Inc.                                                                                                         | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    560000 | PA      | $555007.81    | 0.00%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1560020.27   | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2018-C5, Class A3                                                                 | CUSIP: 17291DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1286256 | PA      | $1281668.38   | 0.00%             | 2051-06-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi A/S                                                      | Turkiye Garanti Bankasi A/S                                                                                                   | CUSIP: N/A<br>LEI: 5493002XSS7K7RHN1V37       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $604756.75    | 0.00%             | 2036-04-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 23 Ltd.                                               | CK Hutchison International 23 Ltd.                                                                                            | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |    605000 | PA      | $613454.36    | 0.00%             | 2028-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enova International, Inc.                                                        | Enova International, Inc.                                                                                                     | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $581248.46    | 0.00%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance plc                                                | Swiss RE Subordinated Finance plc                                                                                             | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $631453.44    | 0.00%             | 2035-04-05      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $623190.01    | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0ZE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16656388 | PA      | $16316605.08  | 0.05%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    430000 | PA      | $382233.02    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    465000 | PA      | $470079.32    | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                 | ITT Holdings LLC                                                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1185908.30   | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1706000 | PA      | $1777594.94   | 0.01%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                               | Helix Energy Solutions Group, Inc.                                                                                            | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $341397.82    | 0.00%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAE4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $899999.17    | 0.00%             | 2052-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $805834.87    | 0.00%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | Equitable America Global Funding                                                                                              | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444958.04    | 0.00%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2944000 | PA      | $2179182.26   | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1345708.55   | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    800000 | PA      | $825074.89    | 0.00%             | 2029-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                       | Infraestructura Energetica Nova SAPI de CV                                                                                    | CUSIP: N/A<br>LEI: 715K4H1JYF3O6JOK1411       | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $753783.38    | 0.00%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    665000 | PA      | $692411.54    | 0.00%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                         | IPALCO Enterprises, Inc.                                                                                                      | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    532000 | PA      | $521415.80    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1099670.63   | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392001.01    | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $972301.99    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    338000 | PA      | $269308.11    | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | Golub Capital Private Credit Fund                                                                                             | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197415.33    | 0.00%             | 2031-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    820000 | PA      | $835511.34    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $534588.61    | 0.00%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Four LLC                                                      | Goodman US Finance Four LLC                                                                                                   | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37108.27     | 0.00%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15727430 | PA      | $12883250.06  | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399847.15    | 0.00%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1804170.44   | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $907509.55    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $996445.25    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                        | Kia Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $394275.01    | 0.00%             | 2027-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                                                                     | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    851000 | PA      | $952427.06    | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1181000 | PA      | $1174639.13   | 0.00%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2019-1, Class AA                                                                   | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181455 | PA      | $178493.46    | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6192291 | PA      | $5114138.10   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings SARL                                                  | Breakwater Energy Holdings Sarl                                                                                               | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    465000 | PA      | $487589.53    | 0.00%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Nickel Industries Ltd.                                                           | Nickel Industries Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | DBT              | CORP              | AU        |    800000 | PA      | $839757.06    | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    395000 | PA      | $282836.04    | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199995 | PA      | $193525.66    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $550775.44    | 0.00%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                      | Avnet, Inc.                                                                                                                   | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    420000 | PA      | $381217.56    | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2156850.65   | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CTR Partnership LP                                                               | CTR Partnership LP                                                                                                            | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $545076.47    | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    735000 | PA      | $755230.30    | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    403000 | PA      | $444016.77    | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105349.16    | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                                                            | Monongahela Power Co.                                                                                                         | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89441.92     | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810630.04    | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46771 | PA      | $46471.14     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    469000 | PA      | $465767.23    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    370000 | PA      | $357572.82    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |    800000 | PA      | $876259.54    | 0.00%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    685000 | PA      | $431332.07    | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series F                                                                                               | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168751.87    | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1040000 | PA      | $1126011.93   | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463463 | PA      | $435062.94    | 0.00%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWF24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4560291 | PA      | $4224786.81   | 0.01%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    615000 | PA      | $503777.47    | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  20976560 | PA      | $16227225.35  | 0.05%             | 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        |   7000000 | PA      | $6115156.25   | 0.02%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |   1200000 | PA      | $1185705.35   | 0.00%             | 2032-06-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                              | Klabin Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |    600000 | PA      | $609989.23    | 0.00%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2724000 | PA      | $2674737.03   | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439726 | PA      | $457779.20    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    894000 | PA      | $906240.03    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    405000 | PA      | $417410.23    | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $846238.83    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    760000 | PA      | $788374.60    | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $400333.14    | 0.00%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252356.96    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BN0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    560000 | PA      | $573229.30    | 0.00%             | 2034-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Algoma Steel, Inc.                                                               | Algoma Steel, Inc.                                                                                                            | CUSIP: 01566MAD7<br>LEI: 5493006RXIB5GVHWJS53 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $322806.24    | 0.00%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    360000 | PA      | $330830.91    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $406425.74    | 0.00%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1400000 | PA      | $1252298.60   | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 133145000 | PA      | $135287802.34 | 0.39%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    435000 | PA      | $332255.92    | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41626000 | PA      | $42032503.91  | 0.12%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5560375 | PA      | $4756790.48   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493003P813VL21KG928       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $602706.15    | 0.00%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | Cornell University, Series 2025                                                                                               | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406140.73    | 0.00%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    495000 | PA      | $517763.70    | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    910000 | PA      | $764176.95    | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1204544.84   | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    540000 | PA      | $559300.91    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1045596.60   | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    430000 | PA      | $392808.47    | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance USA Pty. Ltd.                                                      | CIMIC Finance USA Pty. Ltd.                                                                                                   | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $650829.94    | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    700000 | PA      | $760534.09    | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |    500000 | PA      | $446686.53    | 0.00%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    840000 | PA      | $796335.93    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. LLC                                                   | Blackstone Reg Finance Co. LLC                                                                                                | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523281.81    | 0.00%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1389675.61   | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mobius Merger Sub, Inc.                                                          | Mobius Merger Sub, Inc.                                                                                                       | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $324498.34    | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $1075335.82   | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                              | First Horizon Corp.                                                                                                           | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25743.58     | 0.00%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1149461.89   | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10116 | PA      | $9956.66      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1026609.39   | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Canara Bank                                                                      | Canara Bank                                                                                                                   | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $203318.68    | 0.00%             | 2029-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings                                                   | Buffalo Energy Mexico Holdings                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    596947 | PA      | $652162.09    | 0.00%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| LCPR Senior Secured Financing DAC                                                | LCPR Senior Secured Financing DAC                                                                                             | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    995000 | PA      | $695036.59    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2085329.17   | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | 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        |   1800000 | PA      | $1919043.18   | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    460000 | PA      | $423924.47    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    923000 | PA      | $934819.62    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    680000 | PA      | $753147.07    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $930472.38    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    670000 | PA      | $693674.30    | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1450000 | PA      | $1513727.02   | 0.00%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                        | DH Europe Finance II SARL                                                                                                     | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    970000 | PA      | $791701.18    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    655000 | PA      | $678720.49    | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3229750 | PA      | $2797016.73   | 0.01%             | 2056-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW Finance DAC                                                                                                           | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    670000 | PA      | $690459.08    | 0.00%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6130000 | PA      | $6134365.41   | 0.02%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1770756.42   | 0.01%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2200000 | PA      | $2223655.78   | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1130000 | PA      | $1024669.30   | 0.00%             | 2032-06-23      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    590000 | PA      | $560757.28    | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    849000 | PA      | $798138.65    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36303000 | PA      | $36165445.66  | 0.10%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                              | Big River Steel LLC                                                                                                           | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |    698000 | PA      | $703357.98    | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                               | Brown-Forman Corp.                                                                                                            | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    376000 | PA      | $338232.15    | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $601189.20    | 0.00%             | 2028-09-11      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                 | American National Global Funding                                                                                              | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    565000 | PA      | $573849.45    | 0.00%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $363303.32    | 0.00%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                      | Xylem, Inc.                                                                                                                   | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339262.64    | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | Johnsonville Aeroderivative Combustion Turbine Generation LLC                                                                 | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291348 | PA      | $279175.07    | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    408000 | PA      | $382560.41    | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $811062.06    | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                                      | TransMontaigne Partners LLC                                                                                                   | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $414976.90    | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc., Series U                                                                                            | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241920.27    | 0.00%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                                  | BGC Group, Inc.                                                                                                               | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    490000 | PA      | $505841.33    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear, Inc.                                                          | Gildan Activewear, Inc.                                                                                                       | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $599143.37    | 0.00%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    567000 | PA      | $548941.66    | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A23R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203423 | PA      | $188677.54    | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272633.58    | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K117, Class A2                      | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2679980.55   | 0.01%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                                   | Comerica, Inc.                                                                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    900000 | PA      | $940721.80    | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $969811.49    | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAA9<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    660000 | PA      | $675202.22    | 0.00%             | 2029-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAY0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $989314.26    | 0.00%             | 2030-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    795000 | PA      | $820213.51    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                          | Empresa de los Ferrocarriles del Estado                                                                                       | CUSIP: N/A<br>LEI: 8755006LY8XNRFOGWN86       | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $275979.06    | 0.00%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7387952 | PA      | $6305244.32   | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $624514.59    | 0.00%             | 2037-07-07      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                                  | Antofagasta plc                                                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $615234.07    | 0.00%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Atlas Warehouse Lending Co. LP                                                   | Atlas Warehouse Lending Co. LP                                                                                                | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250369.00    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd.                                                                 | NCL Finance Ltd.                                                                                                              | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    585000 | PA      | $600726.68    | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    330000 | PA      | $291710.79    | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1036125.61   | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7K53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572144 | PA      | $557505.74    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61700000 | PA      | $60779320.31  | 0.17%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1317416.51   | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59118000 | PA      | $61071665.16  | 0.17%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEGlobal Canada ULC                                                              | MEGlobal Canada ULC                                                                                                           | CUSIP: N/A<br>LEI: 635400MHHHT7LMKMQL03       | Long             | DBT              | CORP              | CA        |    600000 | PA      | $629256.51    | 0.00%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447981.32    | 0.00%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    900000 | PA      | $788905.01    | 0.00%             | 2039-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    915000 | PA      | $977479.11    | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265946.98    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2182999 | PA      | $2226877.14   | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    655000 | PA      | $662248.19    | 0.00%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   2000000 | PA      | $2083152.48   | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1198240.09   | 0.00%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    855000 | PA      | $853146.45    | 0.00%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                                                                | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    830000 | PA      | $754041.57    | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    490118 | PA      | $448287.16    | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315864.80    | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    850000 | PA      | $872417.21    | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1028226.82   | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    982000 | PA      | $852794.36    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1074510.44   | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    825000 | PA      | $839436.13    | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1760000 | PA      | $1843130.84   | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    571000 | PA      | $373554.88    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118429 | PA      | $108386.18    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    464000 | PA      | $487523.79    | 0.00%             | 2057-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K541, Class A2  | CUSIP: 3137HLXV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $910976.72    | 0.00%             | 2030-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Usiminas International SARL                                                      | Usiminas International SARL                                                                                                   | CUSIP: N/A<br>LEI: 529900KLYX6QPXVIVP43       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $415604.12    | 0.00%             | 2032-01-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1298079.73   | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $926668.40    | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAA0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163871.12    | 0.00%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |    805000 | PA      | $817342.06    | 0.00%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                           | BRF SA                                                                                                                        | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | BR        |    820000 | PA      | $675555.28    | 0.00%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  11275200 | PA      | $9553348.08   | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q73S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116435 | PA      | $112567.84    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                     | Northern Star Resources Ltd.                                                                                                  | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    680000 | PA      | $717764.44    | 0.00%             | 2033-04-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1600000 | PA      | $1462988.84   | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1018105.25   | 0.00%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    539000 | PA      | $577948.68    | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1148675.18   | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1170866.86   | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1800000 | PA      | $1821630.55   | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                        | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    575000 | PA      | $574418.67    | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                             | Compass Minerals International, Inc.                                                                                          | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150062.83    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |    800000 | PA      | $822995.78    | 0.00%             | 2029-06-12      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                         | Sierra Pacific Power Co.                                                                                                      | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263928.54    | 0.00%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                    | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    919000 | PA      | $885224.50    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $934385.23    | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| South Jersey Industries, Inc.                                                    | South Jersey Industries, Inc.                                                                                                 | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $246763.76    | 0.00%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1199796.34   | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    530000 | PA      | $543665.58    | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Korea Railroad Corp.                                                             | Korea Railroad Corp.                                                                                                          | CUSIP: N/A<br>LEI: 988400HIXNKLSIY4ND32       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $403496.37    | 0.00%             | 2028-05-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209917.71    | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489254.18    | 0.00%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    730000 | PA      | $770006.74    | 0.00%             | 2034-05-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2538750.71   | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    855000 | PA      | $624512.63    | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    181000 | PA      | $199293.61    | 0.00%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7375562.50   | 0.02%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1156772.76   | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                     | JD.com, Inc.                                                                                                                  | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    385000 | PA      | $317092.60    | 0.00%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    806000 | PA      | $797590.29    | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    810000 | PA      | $838046.93    | 0.00%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    550000 | PA      | $559877.35    | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    770000 | PA      | $772231.62    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   4000000 | PA      | $4191015.62   | 0.01%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                       | Primo Water Holdings, Inc.                                                                                                    | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    815000 | PA      | $816300.45    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1490426.46   | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1274803 | PA      | $1090173.17   | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1840000 | PA      | $1654765.20   | 0.00%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                                             | LG Electronics, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $414707.62    | 0.00%             | 2029-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    590000 | PA      | $443345.75    | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    582000 | PA      | $554569.98    | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JW Aluminum Continuous Cast Co.                                                  | JW Aluminum Continuous Cast Co.                                                                                               | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271160.09    | 0.00%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    346000 | PA      | $391343.06    | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series R                                                                                                   | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    390000 | PA      | $345092.62    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1800000 | PA      | $1811267.76   | 0.01%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1826264.78   | 0.01%             | 2029-01-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    556000 | PA      | $556076.25    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                  | M/I Homes, Inc.                                                                                                               | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403977.58    | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $986088.38    | 0.00%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $180390.06    | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5665455 | PA      | $5596013.14   | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XPO CNW, Inc.                                                                    | XPO CNW, Inc.                                                                                                                 | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $325164.15    | 0.00%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    415000 | PA      | $437698.09    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                                                                     | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1736858.84   | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    943000 | PA      | $801404.05    | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2287000 | PA      | $2141629.85   | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1535021.03   | 0.00%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| China Huaneng Group Hong Kong Treasury Management Holding Ltd.                   | China Huaneng Group Hong Kong Treasury Management Holding Ltd.                                                                | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $188087.97    | 0.00%             | 2031-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1130452 | PA      | $1158781.61   | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1391456.13   | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568231.13    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enova International, Inc.                                                        | Enova International, Inc.                                                                                                     | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    405000 | PA      | $428702.41    | 0.00%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    885000 | PA      | $925213.90    | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |   1385000 | PA      | $1399769.31   | 0.00%             | 2031-02-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                                  | Great Lakes Dredge & Dock Corp.                                                                                               | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373969.80    | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1102242.33   | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64912000 | PA      | $65150348.75  | 0.19%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    550000 | PA      | $612016.92    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QIB Sukuk Ltd.                                                                   | QIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300XDP1VCBZLCP049       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $406200.22    | 0.00%             | 2030-06-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324496.16    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1128641.04   | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421559.35    | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    805000 | PA      | $740104.10    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                 | AmeriTex HoldCo Intermediate LLC                                                                                              | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $410235.46    | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                                                                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $367521.20    | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   1400000 | PA      | $1515404.68   | 0.00%             | 2045-07-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                                  | Prime Healthcare Services, Inc.                                                                                               | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1599153.48   | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQGN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2133082 | PA      | $2176287.08   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 127696000 | PA      | $126798137.50 | 0.36%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202351.63    | 0.00%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4982270.09   | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $954629.98    | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2726000 | PA      | $2506030.28   | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    555000 | PA      | $545474.20    | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1300000 | PA      | $973348.63    | 0.00%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AC5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166218.30    | 0.00%             | 2033-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    427000 | PA      | $416536.41    | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   6115000 | PA      | $6146786.36   | 0.02%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elect Global Investments Ltd.                                                    | Elect Global Investments Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900MGJD77N8VPNK65       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $634252.85    | 0.00%             | 2030-09-11      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1020619.50   | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series C                                                                                                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    830000 | PA      | $733777.62    | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    615000 | PA      | $614728.17    | 0.00%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    880000 | PA      | $620010.11    | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    362000 | PA      | $302926.15    | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1011052.33   | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10067790 | PA      | $8286780.89   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  41449067 | PA      | $34482198.73  | 0.10%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    655000 | PA      | $704799.53    | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANZ Bank New Zealand Ltd.                                                        | ANZ Bank New Zealand Ltd.                                                                                                     | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    470000 | PA      | $478578.84    | 0.00%             | 2032-08-11      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    235000 | PA      | $258877.11    | 0.00%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                          | WakeMed, Series A                                                                                                             | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    149000 | PA      | $102969.62    | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    940000 | PA      | $1010704.83   | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    370000 | PA      | $250266.82    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    895000 | PA      | $896407.29    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156607.33    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $951414.85    | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gm Financial Automobile Leasing Trust                                            | Gm Financial Automobile Leasing Trust, Series 2025-2, Class A3                                                                | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504290.28    | 0.00%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    845000 | PA      | $842535.32    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    765000 | PA      | $771451.87    | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1028213.76   | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi A/S                                                         | Ford Otomotiv Sanayi A/S                                                                                                      | CUSIP: N/A<br>LEI: 7890006XJG6ZE2H34671       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $413248.60    | 0.00%             | 2029-04-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                                                                | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $948443.71    | 0.00%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    970000 | PA      | $996893.98    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2400000 | PA      | $2388716.43   | 0.01%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $357992.76    | 0.00%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co.                                                  | First-Citizens Bank & Trust Co.                                                                                               | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620851.60    | 0.00%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $665355.57    | 0.00%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NYSEG Storm Funding LLC                                                          | NYSEG Storm Funding LLC, Series A-2                                                                                           | CUSIP: 67122QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $510290.76    | 0.00%             | 2032-05-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597489.47    | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    869000 | PA      | $573001.55    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XF5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9029232 | PA      | $8049439.91   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1200000 | PA      | $1201780.58   | 0.00%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2019                                                                                              | CUSIP: 13063DMB1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    500000 | PA      | $488953.25    | 0.00%             | 2029-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1429442.94   | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7195602 | PA      | $6442974.65   | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1000000 | PA      | $1073079.62   | 0.00%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2H1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    583000 | PA      | $547251.81    | 0.00%             | 2028-09-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6200 | PA      | $5826.67      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4834098 | PA      | $4957047.19   | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    530000 | PA      | $544893.61    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1039549.07   | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326439.45    | 0.00%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $395608.16    | 0.00%             | 2027-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                             | Aeropuertos Dominicanos Siglo XXI SA                                                                                          | CUSIP: N/A<br>LEI: 254900KJA5MXNPYB4W32       | Long             | DBT              | CORP              | DO        |    600000 | PA      | $629760.49    | 0.00%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    567000 | PA      | $526788.77    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| China Great Wall International Holdings III Ltd.                                 | China Great Wall International Holdings III Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900Z04YK19SP3M967       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $596238.59    | 0.00%             | 2027-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1388000 | PA      | $1390720.06   | 0.00%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBM8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1021931.10   | 0.00%             | 2029-04-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    495000 | PA      | $504126.67    | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21636871 | PA      | $18476366.20  | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1400000 | PA      | $1187079.08   | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    449000 | PA      | $453710.11    | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    570000 | PA      | $579131.18    | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AF8<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    510000 | PA      | $506876.71    | 0.00%             | 2047-09-19      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    658000 | PA      | $465790.80    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    825000 | PA      | $748299.81    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    399000 | PA      | $470140.48    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12926939 | PA      | $13255720.21  | 0.04%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3402465 | PA      | $2947900.80   | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                               | Anheuser-Busch InBev Finance, Inc.                                                                                            | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1314896.70   | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254455.98    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3364000 | PA      | $1818147.95   | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $398241.04    | 0.00%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                        | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264382.66    | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    842000 | PA      | $767880.21    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $748394.47    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| La Mondiale SAM                                                                  | La Mondiale SAM                                                                                                               | CUSIP: N/A<br>LEI: 969500L0T16HX3R78P61       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199990.94    | 0.00%             | 2048-01-18      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |   2389319 | PA      | $2341001.62   | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3849000 | PA      | $3421823.31   | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    790000 | PA      | $864730.41    | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                                 | Global Aircraft Leasing Co. Ltd.                                                                                              | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1092000 | PA      | $1130976.11   | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    465000 | PA      | $469171.80    | 0.00%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2777337.52   | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    740000 | PA      | $737602.86    | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH, Series DM3N                                                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1110000 | PA      | $996729.26    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                      | Crocs, Inc.                                                                                                                   | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    421000 | PA      | $406010.81    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                                   | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    470000 | PA      | $393668.78    | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    580000 | PA      | $543885.50    | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAU3<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $408375.70    | 0.00%             | 2028-07-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    302000 | PA      | $291883.00    | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    708000 | PA      | $747162.46    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1114664.78   | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44958166 | PA      | $36664403.59  | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7830011 | PA      | $7670281.72   | 0.02%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inventive Global Investments Ltd.                                                | Inventive Global Investments Ltd.                                                                                             | CUSIP: N/A<br>LEI: 2221005EX2X7ALDBEA02       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200062.27    | 0.00%             | 2027-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $390677.60    | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Guara Norte SARL                                                                 | Guara Norte SARL                                                                                                              | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |    626152 | PA      | $606083.41    | 0.00%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Brundage-Bone Concrete Pumping Holdings, Inc.                                    | Brundage-Bone Concrete Pumping Holdings, Inc.                                                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $417843.85    | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRPU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20050535 | PA      | $20397312.55  | 0.06%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    793928 | PA      | $744992.83    | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1115168.63   | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    665000 | PA      | $675552.02    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    680000 | PA      | $596539.81    | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    985000 | PA      | $737414.28    | 0.00%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class C                                                                                  | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248040.31    | 0.00%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3736841.81   | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418628.11    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Embotelladora Andina SA                                                          | Embotelladora Andina SA                                                                                                       | CUSIP: N/A<br>LEI: 254900NNPKP1J9XTSA53       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $156144.13    | 0.00%             | 2050-01-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                       | Sotera Health Holdings LLC                                                                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    825000 | PA      | $869613.15    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |   1375000 | PA      | $1349500.23   | 0.00%             | 2027-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617HP7D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93868 | PA      | $90322.39     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    465000 | PA      | $411915.31    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    715000 | PA      | $726349.99    | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                                | Nexa Resources SA                                                                                                             | CUSIP: N/A<br>LEI: 549300QRMRHM7GAU7L47       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $651576.51    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    775000 | PA      | $702991.32    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                  | EMD Finance LLC                                                                                                               | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900690.61    | 0.00%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1034069.01   | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                           | Aramark Services, Inc.                                                                                                        | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1152842.43   | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $506934.23    | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CE2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579801.26    | 0.00%             | 2027-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1165000 | PA      | $1225916.58   | 0.00%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    610000 | PA      | $635955.55    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224326.26    | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507911.54    | 0.00%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304885.24    | 0.00%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387765 | PA      | $371228.97    | 0.00%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126258.66    | 0.00%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    485000 | PA      | $472627.49    | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XLT64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    938787 | PA      | $867986.33    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LSEG US Fin Corp.                                                                | LSEG US Fin Corp.                                                                                                             | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    880000 | PA      | $904900.40    | 0.00%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1237125.93   | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3053000 | PA      | $2587397.26   | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2946093.75   | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    234000 | PA      | $191766.16    | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    405000 | PA      | $391094.24    | 0.00%             | 2036-04-01      | Fixed         | 7.37%                 | No            |                  2 | On Loan: —       |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286471.28    | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123AL4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1210000 | PA      | $1496436.44   | 0.00%             | 2030-01-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAU0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1600000 | PA      | $1606561.95   | 0.00%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| China Overseas Finance Cayman III Ltd.                                           | China Overseas Finance Cayman III Ltd.                                                                                        | CUSIP: N/A<br>LEI: 3003008OZB358QMM8W92       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $628173.46    | 0.00%             | 2043-10-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458114.66    | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    548000 | PA      | $568155.03    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    615000 | PA      | $585174.84    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    780000 | PA      | $767730.21    | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1095173.56   | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244182.18    | 0.00%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    460000 | PA      | $498286.28    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1216142.65   | 0.00%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76779 | PA      | $72046.66     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $515880.49    | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    660000 | PA      | $663132.12    | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011478.67   | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    675000 | PA      | $683021.38    | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    800000 | PA      | $728672.88    | 0.00%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAV8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $636873.12    | 0.00%             | 2054-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   7750000 | PA      | $6975907.16   | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Claremont Mckenna College                                                        | Claremont Mckenna College                                                                                                     | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $144588.69    | 0.00%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                | National Grid plc                                                                                                             | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $830459.09    | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc., Series 2025                                                                             | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    285000 | PA      | $294114.03    | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347257.31    | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    970000 | PA      | $974221.88    | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1367671.73   | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $380768.25    | 0.00%             | 2048-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2409000 | PA      | $1572218.51   | 0.00%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5062225 | PA      | $5123714.88   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100490 | PA      | $95311.83     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1360157.81   | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    560000 | PA      | $580051.23    | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP                                           | Calumet Specialty Products Partners LP                                                                                        | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $314126.35    | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    315000 | PA      | $303307.63    | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3048002 | PA      | $3028487.69   | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: 80415RAD3<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $194569.21    | 0.00%             | 2056-02-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1426717.17   | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    915000 | PA      | $988784.82    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47739000 | PA      | $48634106.25  | 0.14%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    753000 | PA      | $564801.77    | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1760713.18   | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898640 | PA      | $833857.83    | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    613000 | PA      | $609319.65    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                                         | New Home Co., Inc. (The)                                                                                                      | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $320545.73    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    805000 | PA      | $687626.10    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78373000 | PA      | $54505972.34  | 0.16%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GGE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5237565 | PA      | $4738457.73   | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                    | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    395000 | PA      | $369180.09    | 0.00%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| SNB Funding Ltd.                                                                 | SNB Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300PT73WJRNMAKE44       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1433590.34   | 0.00%             | 2035-06-24      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300957 | PA      | $300020.07    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cimpress plc                                                                     | Cimpress plc                                                                                                                  | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    565000 | PA      | $580297.86    | 0.00%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    413000 | PA      | $413421.30    | 0.00%             | 2033-09-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3442277 | PA      | $3465425.65   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    900000 | PA      | $1081848.90   | 0.00%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306610.10    | 0.00%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp.                                                          | Diageo Investment Corp.                                                                                                       | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    845000 | PA      | $727097.38    | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    403000 | PA      | $402288.04    | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2545832 | PA      | $2574425.23   | 0.01%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4537989 | PA      | $4243859.31   | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending, Inc.                                                    | Carlyle Secured Lending, Inc.                                                                                                 | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147455.12    | 0.00%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    660000 | PA      | $656861.24    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55970000 | PA      | $53134332.42  | 0.15%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214602.57    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    625000 | PA      | $650278.46    | 0.00%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| HBOS plc                                                                         | HBOS plc                                                                                                                      | CUSIP: 4041A2AF1<br>LEI: 213800RS21X7UUH5QU25 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $183934.54    | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367091.54    | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    590000 | PA      | $605559.02    | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34425000 | PA      | $35250491.88  | 0.10%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital plc                                                      | GlaxoSmithKline Capital plc                                                                                                   | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   1415000 | PA      | $1388661.72   | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                                  | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    370000 | PA      | $359889.09    | 0.00%             | 2028-03-30      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    560000 | PA      | $564338.95    | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1851094.77   | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1717697.16   | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134748.84    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                             | Republic of Honduras                                                                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |    550000 | PA      | $552304.93    | 0.00%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    271000 | PA      | $268967.82    | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    703000 | PA      | $682550.85    | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288527.88    | 0.00%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                        | Piedmont Healthcare, Inc., Series 2032                                                                                        | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157461.90    | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1850000 | PA      | $1424895.94   | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                      | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    720000 | PA      | $735065.03    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1151864.23   | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    615000 | PA      | $618494.01    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2024-1, Class B                                                                | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $431734.69    | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    661000 | PA      | $620734.80    | 0.00%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    515000 | PA      | $570007.88    | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1114109.61   | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1108059.19   | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    705000 | PA      | $695616.76    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610302.30    | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $938446.84    | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    950000 | PA      | $945831.97    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                                                                         | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $959061.18    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    680000 | PA      | $707103.12    | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |    200000 | PA      | $207068.67    | 0.00%             | 2029-10-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900BA3U6G5DNV5V04       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $603121.39    | 0.00%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434229 | PA      | $452056.11    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1117884.89   | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3246071 | PA      | $3306583.14   | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                       | L'Oreal SA                                                                                                                    | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $814921.07    | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $816149.67    | 0.00%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2P0<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   3375000 | PA      | $3391399.39   | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                                  | Antofagasta plc                                                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $415078.60    | 0.00%             | 2032-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co.                                                            | Mississippi Power Co., Series 12-A                                                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    446000 | PA      | $383472.19    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                       | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $756631.39    | 0.00%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70273 | PA      | $69967.05     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: 48723TAD3<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $418165.83    | 0.00%             | 2028-10-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bangko Sentral ng Pilipinas International Bond                                   | Bangko Sentral ng Pilipinas International Bond                                                                                | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |    387000 | PA      | $410274.57    | 0.00%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    412000 | PA      | $414713.99    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $248330.74    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    705000 | PA      | $744323.20    | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W3T5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342485.18    | 0.00%             | 2027-10-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    818000 | PA      | $715092.07    | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    648000 | PA      | $654673.68    | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Great River Energy                                                               | Great River Energy                                                                                                            | CUSIP: 39121JAE0<br>LEI: 5493007CIM8IF8LIUC91 | Long             | DBT              | CORP              | US        |    342817 | PA      | $363775.01    | 0.00%             | 2038-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    440000 | PA      | $446820.53    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2H2<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274792.25    | 0.00%             | 2031-01-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $1634701.71   | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 24 Ltd.                                               | CK Hutchison International 24 Ltd.                                                                                            | CUSIP: 17887UAA3<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $828317.54    | 0.00%             | 2029-04-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3795196 | PA      | $3807804.68   | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AW1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1230000 | PA      | $875659.07    | 0.00%             | 2041-01-14      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| WULF Compute LLC                                                                 | WULF Compute LLC                                                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2534157.37   | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1780833.79   | 0.01%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                                  | Boyne USA, Inc.                                                                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $725509.46    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    570000 | PA      | $596776.55    | 0.00%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 47837RAD2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    510000 | PA      | $449797.26    | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2025-C11, Class A5                                                                                 | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $528841.98    | 0.00%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    925000 | PA      | $938213.27    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7M89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12818576 | PA      | $11993821.73  | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1320000 | PA      | $1303195.44   | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $859254.59    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14498865 | PA      | $12983523.05  | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                       | News Corp.                                                                                                                    | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    855000 | PA      | $848581.39    | 0.00%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8463675 | PA      | $7227383.79   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    885000 | PA      | $710584.59    | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1600000 | PA      | $1628184.58   | 0.00%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    658000 | PA      | $534942.10    | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    920000 | PA      | $930842.45    | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    947000 | PA      | $972238.15    | 0.00%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16070000 | PA      | $14862052.65  | 0.04%             | 2056-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1127921.63   | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109014 | PA      | $110968.12    | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1210000 | PA      | $1208973.69   | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74716 | PA      | $75986.87     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2413000 | PA      | $2405402.99   | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                        | Molson Coors Beverage Co.                                                                                                     | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1413770.38   | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $401739.77    | 0.00%             | 2028-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $380837.93    | 0.00%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   2000000 | PA      | $2130128.00   | 0.01%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259255.25    | 0.00%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    520000 | PA      | $484556.55    | 0.00%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623012.94    | 0.00%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41255000 | PA      | $40346100.78  | 0.11%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443037 | PA      | $419166.76    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co., Series W                                                                                                   | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2748126.56   | 0.01%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                         | Radiology Partners, Inc.                                                                                                      | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    690000 | PA      | $726442.52    | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1909650.43   | 0.01%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2844082.86   | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1539034.82   | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17294769 | PA      | $14984215.62  | 0.04%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18399392 | PA      | $15309316.54  | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   1200000 | PA      | $1221723.77   | 0.00%             | 2035-06-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J52B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99161 | PA      | $96892.11     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $722119.86    | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                            | Capstone Copper Corp.                                                                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $248866.23    | 0.00%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    605000 | PA      | $528104.13    | 0.00%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2009168 | PA      | $1707299.61   | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    519000 | PA      | $551240.50    | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1223324.45   | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1002343.75   | 0.00%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301998.90    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   3190000 | PA      | $2777473.17   | 0.01%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221756.01    | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    605000 | PA      | $538770.42    | 0.00%             | 2032-01-11      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Franshion Brilliant Ltd.                                                         | Franshion Brilliant Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300E3ZP4GOU3D4G57       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $552638.49    | 0.00%             | 2029-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1689407 | PA      | $1529590.19   | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2017-M12, Class A2                                     | CUSIP: 3136AX7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751039 | PA      | $744138.63    | 0.00%             | 2027-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Sinochem Overseas Capital Co. Ltd.                                               | Sinochem Overseas Capital Co. Ltd.                                                                                            | CUSIP: 82937AAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    400000 | PA      | $452012.87    | 0.00%             | 2040-11-12      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    725000 | PA      | $725624.90    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1744555.13   | 0.00%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1685853.27   | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | Cousins Properties LP                                                                                                         | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    390000 | PA      | $406813.00    | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1057061.62   | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    910000 | PA      | $936185.82    | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CR4<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    238000 | PA      | $162394.80    | 0.00%             | 2049-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38506 | PA      | $36185.67     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    800000 | PA      | $480884.22    | 0.00%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAE4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1350000 | PA      | $1347176.55   | 0.00%             | 2028-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6F55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    762135 | PA      | $684890.51    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    624000 | PA      | $519288.20    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1700343.20   | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $409952.92    | 0.00%             | 2035-09-04      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2100000 | PA      | $1976830.24   | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    567000 | PA      | $530352.40    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91848.22     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9CS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1811076 | PA      | $1621407.43   | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                          | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $532439.34    | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    365000 | PA      | $375142.25    | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                                               | Bacardi-Martini BV                                                                                                            | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $319425.54    | 0.00%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1338334.06   | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    660000 | PA      | $633310.01    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2026, Sub-Series E-1                                                                                 | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    205000 | PA      | $204397.32    | 0.00%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    918000 | PA      | $919899.89    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    563000 | PA      | $363041.78    | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1265000 | PA      | $1313989.65   | 0.00%             | 2030-03-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                                 | Magnolia Oil & Gas Operating LLC                                                                                              | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |    455000 | PA      | $472844.71    | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   1000000 | PA      | $922992.66    | 0.00%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    620000 | PA      | $543992.59    | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                                  | Agricultural Bank of China Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200430.31    | 0.00%             | 2028-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2021-BN35, Class ASB                                                                                             | CUSIP: 06540CAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1882455.87   | 0.01%             | 2064-06-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4034312.80   | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enstar Finance LLC                                                               | Enstar Finance LLC                                                                                                            | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395500 | PA      | $393100.97    | 0.00%             | 2042-01-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                                                             | CUSIP: 05890PAB2<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $367010.82    | 0.00%             | 2031-10-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Three Gorges Finance I Cayman Islands Ltd.                                       | Three Gorges Finance I Cayman Islands Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300FD0MPTWEITI779       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $600042.64    | 0.00%             | 2028-10-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $401506.45    | 0.00%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1912983.35   | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192089.70    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528265.12    | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                                                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |   1235117 | PA      | $1210061.60   | 0.00%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Wharf REIC Finance BVI Ltd.                                                      | Wharf REIC Finance BVI Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900N6PHCMYYNUWV59       | Long             | DBT              | CORP              | VG        |    250000 | PA      | $246610.25    | 0.00%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    744000 | PA      | $724299.52    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LSEG Finance plc                                                                 | LSEG Finance plc                                                                                                              | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1317879.90   | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                      | Qorvo, Inc.                                                                                                                   | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $996705.77    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Solar Star Funding LLC                                                           | Solar Star Funding LLC                                                                                                        | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132915 | PA      | $135216.93    | 0.00%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                         | Penn Entertainment, Inc.                                                                                                      | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $414270.50    | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $178165.52    | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                              | EUSHI Finance, Inc.                                                                                                           | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250504.05    | 0.00%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493003P813VL21KG928       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $625240.14    | 0.00%             | 2034-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MFKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194647 | PA      | $187531.12    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7820402 | PA      | $7338378.95   | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1030492.74   | 0.00%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $887320.90    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SLT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4250 | PA      | $4104.32      | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240322.50    | 0.00%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2020-M46, Class A2                                                         | CUSIP: 3136BCFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    972267 | PA      | $882707.98    | 0.00%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    900000 | PA      | $882647.43    | 0.00%             | 2045-09-06      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-1                                                                                         | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143877 | PA      | $145339.53    | 0.00%             | 2032-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49682000 | PA      | $44535255.31  | 0.13%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1609450.57   | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510799.11    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                | Ross Stores, Inc.                                                                                                             | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    515000 | PA      | $454202.69    | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1132326.95   | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty. Ltd.                                                  | SGSP Australia Assets Pty. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |    200000 | PA      | $198151.24    | 0.00%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664147.76    | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444187.95    | 0.00%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                               | Hormel Foods Corp.                                                                                                            | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    891000 | PA      | $585923.55    | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    835000 | PA      | $862695.10    | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | Vale SA                                                                                                                       | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    671000 | PA      | $676738.29    | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1049490.82   | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34640026 | PA      | $28817639.43  | 0.08%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1571459.02   | 0.00%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    560000 | PA      | $523638.16    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1230000 | PA      | $1229218.45   | 0.00%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    908000 | PA      | $835034.61    | 0.00%             | 2032-04-01      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Valvoline, Inc.                                                                  | Valvoline, Inc.                                                                                                               | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    590000 | PA      | $542492.77    | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    965000 | PA      | $935917.52    | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Dover Corp.                                                                      | Dover Corp.                                                                                                                   | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    355000 | PA      | $370872.25    | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                                | Hertz Corp. (The)                                                                                                             | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    860000 | PA      | $570632.78    | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359971.01    | 0.00%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    970000 | PA      | $1102073.11   | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7100253 | PA      | $5821187.06   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                                     | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    755000 | PA      | $793600.69    | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Commercial Bank of Dubai PSC                                                     | Commercial Bank of Dubai PSC                                                                                                  | CUSIP: N/A<br>LEI: 2138002DQL2YD4S8HE87       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $607430.46    | 0.00%             | 2029-10-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1000000 | PA      | $979987.00    | 0.00%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TMS International Corp.                                                          | TMS International Corp.                                                                                                       | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348770.41    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                            | Chobani Holdco II LLC                                                                                                         | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    709442 | PA      | $757528.61    | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    998000 | PA      | $505365.97    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1371328.60   | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    385000 | PA      | $381708.25    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2325000 | PA      | $1973164.10   | 0.01%             | 2056-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634119.16    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1451140.14   | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    912000 | PA      | $758036.74    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    400000 | PA      | $416080.94    | 0.00%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21650180 | PA      | $20787104.46  | 0.06%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                                                                | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    415000 | PA      | $419232.71    | 0.00%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1133718.66   | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    983000 | PA      | $829280.13    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1170186.68   | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    425000 | PA      | $344182.79    | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    935000 | PA      | $953506.21    | 0.00%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1470000 | PA      | $1163931.08   | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    630000 | PA      | $612667.32    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    625000 | PA      | $649879.93    | 0.00%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1095225.61   | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | Snam SpA                                                                                                                      | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    360000 | PA      | $385290.79    | 0.00%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    429000 | PA      | $395704.97    | 0.00%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                            | Belron UK Finance plc                                                                                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   1140000 | PA      | $1162011.10   | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    280000 | PA      | $294194.43    | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $534577.50    | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $735477.23    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNHZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4910891 | PA      | $5090515.97   | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKE53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3900212 | PA      | $3226023.97   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3836640.99   | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    795000 | PA      | $810671.75    | 0.00%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56759.10     | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    680000 | PA      | $685845.38    | 0.00%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    411000 | PA      | $265973.88    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clifford Capital Holdings Pte. Ltd.                                              | Clifford Capital Holdings Pte. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 2138003NOUFY9X88KE03       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $599791.55    | 0.00%             | 2028-09-30      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485320.74    | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAE0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    630000 | PA      | $634823.26    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   1032000 | PA      | $299764.06    | 0.00%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                               | NLG Global Funding                                                                                                            | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342027.09    | 0.00%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                                    | Snap-on, Inc.                                                                                                                 | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203617.18    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   1037961 | PA      | $879552.94    | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11223680 | PA      | $9205524.76   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1341820.05   | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3000000 | PA      | $3198290.06   | 0.01%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    560000 | PA      | $563128.39    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    722000 | PA      | $754956.45    | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    817000 | PA      | $761115.08    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 54930047DU4WCPOIO219       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $199075.47    | 0.00%             | 2027-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDO Sukuk Ltd.                                                                   | EDO Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5493000LZIE4T625R469       | Long             | DBT              | CORP              | KY        |    750000 | PA      | $779347.08    | 0.00%             | 2031-07-03      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810148.79    | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                                     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1285519.67   | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1040358.37   | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    427000 | PA      | $408389.92    | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $556304.86    | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| National Central Cooling Co. PJSC                                                | National Central Cooling Co. PJSC                                                                                             | CUSIP: N/A<br>LEI: 254900E7M1Y3DXGQ1283       | Long             | DBT              | CORP              | AE        |    500000 | PA      | $484478.20    | 0.00%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    660000 | PA      | $522158.83    | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VII Ltd.                                           | China Overseas Finance Cayman VII Ltd.                                                                                        | CUSIP: N/A<br>LEI: 3003003EQA2BE4U94Y86       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $604629.25    | 0.00%             | 2028-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    470000 | PA      | $447469.42    | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | Cornell University                                                                                                            | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461145.96    | 0.00%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    635000 | PA      | $650899.80    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $6488295.60   | 0.02%             | 2056-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    385000 | PA      | $398116.63    | 0.00%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    790000 | PA      | $801944.31    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110498.08    | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AABZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116123 | PA      | $114214.31    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    790000 | PA      | $809784.34    | 0.00%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54825000 | PA      | $47886210.94  | 0.14%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                                  | Puma International Financing SA                                                                                               | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $620090.36    | 0.00%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1252476.42   | 0.00%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $767626.44    | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AT7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    515000 | PA      | $531227.31    | 0.00%             | 2028-09-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27588000 | PA      | $28243215.00  | 0.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                       | Pacific Life Insurance Co.                                                                                                    | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40392.08     | 0.00%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    965000 | PA      | $647180.32    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    835000 | PA      | $864043.14    | 0.00%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203878 | PA      | $207564.27    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2019-M9, Class A2                                                          | CUSIP: 3136B4VT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2658869 | PA      | $2591740.06   | 0.01%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1420059.28   | 0.00%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    925000 | PA      | $929826.48    | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    531000 | PA      | $543940.73    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    436000 | PA      | $427857.93    | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1568970.58   | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1158133.57   | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1485000 | PA      | $1330366.88   | 0.00%             | 2033-02-11      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810051.06    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    422000 | PA      | $280246.59    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10781724 | PA      | $10096837.25  | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    800000 | PA      | $831078.83    | 0.00%             | 2034-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2740480.52   | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    485000 | PA      | $403405.92    | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp., Series B                                                                                      | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    705000 | PA      | $708481.01    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $968482.91    | 0.00%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American University (The)                                                        | American University (The), Series 2019                                                                                        | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    190000 | PA      | $144069.30    | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1298329.44   | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6F63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    727128 | PA      | $680938.67    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PartnerRe Finance B LLC                                                                                                       | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123186.68    | 0.00%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp. (The)                                                             | Lubrizol Corp. (The)                                                                                                          | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |    140000 | PA      | $157791.42    | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                                                        | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    805000 | PA      | $713559.44    | 0.00%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182228.43    | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1255000 | PA      | $1235722.66   | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    810000 | PA      | $823066.89    | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    880000 | PA      | $906479.57    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WEUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7642 | PA      | $7184.49      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2387141.90   | 0.01%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    496000 | PA      | $537986.52    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |   1000000 | PA      | $1080363.76   | 0.00%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3307000 | PA      | $3010847.94   | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | San Diego County Regional Transportation Commission, Series 2010A                                                             | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    160000 | PA      | $163422.77    | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    940000 | PA      | $896565.56    | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    930000 | PA      | $852682.46    | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495617.88    | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $897685.68    | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                            | Rocket Software, Inc.                                                                                                         | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    790000 | PA      | $788753.00    | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DE4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $606216.40    | 0.00%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust                                             | Mercedes-Benz Auto Receivables Trust, Series 2025-1, Class A3                                                                 | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1518502.71   | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1195600.69   | 0.00%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| EI Sukuk Co. Ltd.                                                                | EI Sukuk Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300IIDFP0RTSSG071       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $398426.39    | 0.00%             | 2031-03-23      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1083330.61   | 0.00%             | 2036-11-04      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   1056541 | PA      | $819459.21    | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| United Utilities plc                                                             | United Utilities plc                                                                                                          | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $489583.39    | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1311029.80   | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    287000 | PA      | $322017.65    | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    475000 | PA      | $488105.65    | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    715000 | PA      | $688700.75    | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $617296.72    | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    740000 | PA      | $639436.54    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                               | Central Parent LLC                                                                                                            | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $524954.30    | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1030788.32   | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AM9<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198900.34    | 0.00%             | 2030-09-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    530000 | PA      | $393659.71    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6546789 | PA      | $5838401.77   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    690000 | PA      | $627663.35    | 0.00%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3400000 | PA      | $2960248.84   | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                       | Elanco Animal Health, Inc.                                                                                                    | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    827000 | PA      | $862082.33    | 0.00%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| KFH Sukuk Co.                                                                    | KFH Sukuk Co.                                                                                                                 | CUSIP: N/A<br>LEI: 5493008FLJYWGCMZDN21       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1030611.88   | 0.00%             | 2030-01-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    770000 | PA      | $779440.10    | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310244.62    | 0.00%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    785000 | PA      | $690065.16    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |    700000 | PA      | $739031.33    | 0.00%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6183751 | PA      | $5091991.38   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOTTE Property & Development Co. Ltd.                                            | LOTTE Property & Development Co. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 988400OLPNHXNWSTMB93       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200990.42    | 0.00%             | 2028-07-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   1000000 | PA      | $911928.48    | 0.00%             | 2031-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   4310000 | PA      | $3661289.57   | 0.01%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                   | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    480000 | PA      | $349146.24    | 0.00%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1415000 | PA      | $1554896.72   | 0.00%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342547.94    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37883 | PA      | $38447.68     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1310000 | PA      | $1327388.57   | 0.00%             | 2033-08-05      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2069479 | PA      | $2143219.58   | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $1761437.69   | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    725000 | PA      | $731819.52    | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271312.27    | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV                                           | Total Play Telecomunicaciones SA de CV                                                                                        | CUSIP: N/A<br>LEI: 4469000001BSAPAMOQ06       | Long             | DBT              | CORP              | MX        |    870000 | PA      | $836705.83    | 0.00%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409582 | PA      | $397235.61    | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                                                                         | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1666036.90   | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49954.81     | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                          | Instituto Costarricense de Electricidad                                                                                       | CUSIP: N/A<br>LEI: 5493009VA6AFUB2Q0289       | Long             | DBT              | NUSS              | CR        |    600000 | PA      | $595855.00    | 0.00%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    759000 | PA      | $678475.48    | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1172472.07   | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2010S-1                                                                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $173355.93    | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2014 ULC                                                           | CNOOC Finance 2014 ULC                                                                                                        | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $590508.46    | 0.00%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    380000 | PA      | $338364.59    | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $409702.69    | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1468520.96   | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $691778.35    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nufarm Australia Ltd.                                                            | Nufarm Australia Ltd.                                                                                                         | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    355000 | PA      | $327234.83    | 0.00%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    697000 | PA      | $665030.81    | 0.00%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                                    | Metropolitan Bank & Trust Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | DBT              | CORP              | PH        |    400000 | PA      | $415806.52    | 0.00%             | 2034-03-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    610000 | PA      | $598637.34    | 0.00%             | 2033-04-19      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $922912.38    | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   1300000 | PA      | $1055618.20   | 0.00%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $298955.17    | 0.00%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                    | Apollo Management Holdings LP                                                                                                 | CUSIP: 03765HAF8<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    218000 | PA      | $202821.35    | 0.00%             | 2030-06-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    725000 | PA      | $719620.01    | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $834028.08    | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    675000 | PA      | $685517.83    | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    530000 | PA      | $481153.11    | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1250000 | PA      | $1239375.80   | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730503.20    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBK4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    760000 | PA      | $791527.82    | 0.00%             | 2033-07-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Rexford Industrial Realty LP                                                     | Rexford Industrial Realty LP                                                                                                  | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    495000 | PA      | $434264.32    | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3400000 | PA      | $2715871.33   | 0.01%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                                                                     | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $625399.00    | 0.00%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                                | Petco Health & Wellness Co., Inc.                                                                                             | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70170.54     | 0.00%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                                          | Asurion LLC and Asurion Co-Issuer, Inc.                                                                                       | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    675000 | PA      | $682645.27    | 0.00%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    670000 | PA      | $664206.35    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342843.83    | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8GK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582889 | PA      | $529650.00    | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    380000 | PA      | $308636.58    | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1461148.02   | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    760000 | PA      | $782073.37    | 0.00%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    685000 | PA      | $748372.72    | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629WCZ1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $241704.33    | 0.00%             | 2031-03-09      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1017457.65   | 0.00%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                                 | Maxam Prill SARL                                                                                                              | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    390000 | PA      | $407351.12    | 0.00%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP Industrial Trust                                                                                                          | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100763.88    | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749219 | PA      | $732857.57    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    800000 | PA      | $777739.25    | 0.00%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Greenko Power II Ltd.                                                            | Greenko Power II Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900YYA4B6O2O4JM12       | Long             | DBT              | CORP              | MU        |    760000 | PA      | $727989.70    | 0.00%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                      | Ohio State University (The), Series 2010-C                                                                                    | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1175134.38   | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5592690 | PA      | $5219464.99   | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $898128.38    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    680000 | PA      | $625642.88    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403149 | PA      | $377018.59    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    637000 | PA      | $608847.85    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    547000 | PA      | $546752.87    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                           | Dycom Industries, Inc.                                                                                                        | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    515000 | PA      | $506227.42    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC                                                                                          | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1028785.97   | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series R                                                                                                      | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    595000 | PA      | $368363.13    | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Xiaomi Best Time International Ltd.                                              | Xiaomi Best Time International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $474371.00    | 0.00%             | 2051-07-14      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    535000 | PA      | $509802.00    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $876138.46    | 0.00%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3608357 | PA      | $3228229.33   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    985000 | PA      | $914708.22    | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    822000 | PA      | $545226.03    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc.                                                   | American Municipal Power, Inc., Series 2010A                                                                                  | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    700000 | PA      | $824887.77    | 0.00%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: —       |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $301881.86    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025, Sub-Series D-1                                                                                 | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $93519.62     | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority, Series 2022                                                                           | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    330000 | PA      | $316923.18    | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    923000 | PA      | $895828.15    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1806872.01   | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    930000 | PA      | $881207.60    | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1256643.33   | 0.00%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                    | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    805000 | PA      | $778899.30    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                                               | Latvia Government Bond                                                                                                        | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |   1365000 | PA      | $1384053.79   | 0.00%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M9GQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7270 | PA      | $6937.57      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2015 Ltd.                                     | Sinopec Group Overseas Development 2015 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5299002Z28NLP3WPFH36       | Long             | DBT              | CORP              | VG        |   1200000 | PA      | $1062388.73   | 0.00%             | 2045-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3361012.81   | 0.01%             | 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        |   1029000 | PA      | $1024080.63   | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    895000 | PA      | $912383.94    | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                             | Experian Finance plc                                                                                                          | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $809695.52    | 0.00%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173279 | PA      | $170447.12    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3310000 | PA      | $3287195.54   | 0.01%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $583817.04    | 0.00%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                              | Artera Services LLC                                                                                                           | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    615000 | PA      | $499764.70    | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    874000 | PA      | $840355.33    | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    677000 | PA      | $663434.99    | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                    | CHC Group LLC                                                                                                                 | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    500000 | PA      | $481238.63    | 0.00%             | 2030-09-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                                                        | Champions Financing, Inc.                                                                                                     | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    560000 | PA      | $543324.05    | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    405000 | PA      | $415365.04    | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    845000 | PA      | $878399.26    | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ste Transcore Holdings, Inc.                                                     | Ste Transcore Holdings, Inc.                                                                                                  | CUSIP: 85235DAB5<br>LEI: 2549005ISD49W0N6WG55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388022.06    | 0.00%             | 2032-05-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1005780.36   | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1300000 | PA      | $1306250.95   | 0.00%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    978000 | PA      | $889140.82    | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    850000 | PA      | $842256.18    | 0.00%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: —       |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    620000 | PA      | $629051.81    | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2018-B5, Class A3                                                                            | CUSIP: 08160BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2382033.63   | 0.01%             | 2051-07-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2025-1, Class A4                                                   | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508686.23    | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1010000 | PA      | $1046942.87   | 0.00%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hanwha Q Cells Americas Holdings Corp.                                           | Hanwha Q Cells Americas Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 988400471QDZGCLXRM35       | Long             | DBT              | CORP              | US        |    400000 | PA      | $408934.60    | 0.00%             | 2028-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    478000 | PA      | $472797.86    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                 | Telecommunications co Telekom Srbija AD Belgrade                                                                              | CUSIP: N/A<br>LEI: 254900OVY0XI1DFYC092       | Long             | DBT              | NUSS              | RS        |   1000000 | PA      | $1004333.27   | 0.00%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7808196 | PA      | $8006788.68   | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1966765.71   | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1023958.11   | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    720000 | PA      | $638159.82    | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal, Series J                                                                                                    | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $628594.55    | 0.00%             | 2032-01-14      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $863425.46    | 0.00%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Foundation (The)                                                            | Ford Foundation (The), Series 2020                                                                                            | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    615000 | PA      | $350088.33    | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                       | Velocity Vehicle Group LLC                                                                                                    | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $494825.02    | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    471000 | PA      | $286979.10    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    466000 | PA      | $350694.71    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    885000 | PA      | $934582.38    | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSD66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5579184 | PA      | $5197060.74   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375147.38    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3400000 | PA      | $3415860.89   | 0.01%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    863000 | PA      | $552620.34    | 0.00%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    595000 | PA      | $601376.81    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                                                       | TK Elevator US Newco, Inc.                                                                                                    | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1564998.63   | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GT5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14282 | PA      | $14105.88     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL                                                          | Genpact Luxembourg SARL                                                                                                       | CUSIP: 37190AAB5<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |    365000 | PA      | $382558.94    | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QVC, Inc.                                                                        | QVC, Inc.                                                                                                                     | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    613000 | PA      | $248208.55    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    740000 | PA      | $720439.05    | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1182805.09   | 0.00%             | 2031-03-30      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XB2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5453595 | PA      | $5107167.09   | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                       | Edgewell Personal Care Co.                                                                                                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    578000 | PA      | $554519.05    | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FXI Holdings, Inc.                                                               | FXI Holdings, Inc.                                                                                                            | CUSIP: 36120RAJ8<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    478782 | PA      | $281898.03    | 0.00%             | 2029-11-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    740000 | PA      | $715728.01    | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1019751.54   | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    675000 | PA      | $704617.99    | 0.00%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532992.45    | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    626000 | PA      | $492813.31    | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    913000 | PA      | $905456.85    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | California Health Facilities Financing Authority, Series 2022                                                                 | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    480000 | PA      | $441087.82    | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    845000 | PA      | $820712.83    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series N                                                                                               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2212000 | PA      | $2029294.11   | 0.01%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    966500 | PA      | $934411.52    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                    | ASB Bank Ltd.                                                                                                                 | CUSIP: 00216LAH6<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    400000 | PA      | $398127.13    | 0.00%             | 2030-10-29      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111267.33    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2091000 | PA      | $1894381.88   | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    335000 | PA      | $311596.39    | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167207.53    | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1034341.08   | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1257341.20   | 0.00%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    660000 | PA      | $671375.83    | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1950000 | PA      | $1420995.88   | 0.00%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    530000 | PA      | $546506.53    | 0.00%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | Equitable America Global Funding                                                                                              | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    470000 | PA      | $478177.87    | 0.00%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                               | Global Partners LP                                                                                                            | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128082.50    | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2026-C14, Class C                                                                                  | CUSIP: 096942BB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249480.67    | 0.00%             | 2059-02-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    730000 | PA      | $645456.00    | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12303521 | PA      | $12375735.99  | 0.04%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    610000 | PA      | $633754.53    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                                    | Fresnillo plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $641631.18    | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Chinalco Capital Holdings Ltd.                                                   | Chinalco Capital Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493003PX4GYVUD3CQ19       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $395341.38    | 0.00%             | 2027-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFT1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383018.50    | 0.00%             | 2030-01-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    425000 | PA      | $426741.21    | 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        |    608000 | PA      | $628973.86    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    294000 | PA      | $296959.93    | 0.00%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244859.00    | 0.00%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                 | Clarivate Science Holdings Corp.                                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $873183.10    | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5055009 | PA      | $4792958.17   | 0.01%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: 00386SAB8<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1130472.46   | 0.00%             | 2036-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The), Series A                                                                                 | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    595000 | PA      | $528863.10    | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   1800000 | PA      | $1623084.32   | 0.00%             | 2030-10-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2C4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    785000 | PA      | $563519.42    | 0.00%             | 2041-01-26      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    982000 | PA      | $892553.99    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2019A                                                                         | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $192657.45    | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | Willis-Knighton Medical Center, Series 2021                                                                                   | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $220822.18    | 0.00%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    416000 | PA      | $422460.40    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8EY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134897 | PA      | $133168.25    | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                               | Voyager Parent LLC                                                                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1732872.79   | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Arada Sukuk 2 Ltd.                                                               | Arada Sukuk 2 Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900QJ8SRKQPBY4V77       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $414236.40    | 0.00%             | 2029-06-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                        | Axalta Coating Systems Dutch Holding B BV                                                                                     | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    580000 | PA      | $610683.07    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1365000 | PA      | $1306133.41   | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    935000 | PA      | $838851.99    | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    754000 | PA      | $711813.73    | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |    451000 | PA      | $454851.06    | 0.00%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3224004.72   | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WHPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228504 | PA      | $207879.97    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | Duke University, Series 2020                                                                                                  | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    424000 | PA      | $267436.38    | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    555000 | PA      | $560549.74    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                                          | Asurion LLC and Asurion Co-Issuer, Inc.                                                                                       | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3293073.54   | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                                                             | CUSIP: 05890PZA7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $593781.02    | 0.00%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2546289.07   | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                       | Bio-Rad Laboratories, Inc.                                                                                                    | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    829000 | PA      | $782746.33    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                                | Singapore Telecommunications Ltd.                                                                                             | CUSIP: 82929RAC0<br>LEI: 2549003XJKIQO8YDYD89 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $173777.75    | 0.00%             | 2031-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bapco Energies Sukuk Ltd.                                                        | Bapco Energies Sukuk Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 54930062R6OFRHBRAI29       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $594974.63    | 0.00%             | 2029-04-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1550000 | PA      | $1643075.99   | 0.00%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3MM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2840403 | PA      | $2888385.77   | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    720000 | PA      | $749590.86    | 0.00%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1280000 | PA      | $1334578.82   | 0.00%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500370.50    | 0.00%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1500000 | PA      | $1482462.26   | 0.00%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136531.07    | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2419297.93   | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    640000 | PA      | $656817.09    | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    530000 | PA      | $547978.37    | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    546000 | PA      | $560067.12    | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Alta Equipment Group, Inc.                                                       | Alta Equipment Group, Inc.                                                                                                    | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    530000 | PA      | $505861.73    | 0.00%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| New York & Presbyterian Hospital (The)                                           | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $273651.02    | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    885000 | PA      | $787898.39    | 0.00%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1033433.48   | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | CORP              | UZ        |    400000 | PA      | $414796.81    | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214892.75    | 0.00%             | 2048-01-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                         | Industrial Bank of Korea                                                                                                      | CUSIP: 45604HAQ0<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $402540.61    | 0.00%             | 2029-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    583000 | PA      | $548038.33    | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1486151.17   | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470264.49    | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1403258.97   | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12148856 | PA      | $9431571.84   | 0.03%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    520000 | PA      | $501223.25    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                            | DENTSPLY SIRONA, Inc.                                                                                                         | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493869.24    | 0.00%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1010279.41   | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    955000 | PA      | $981185.13    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35261000 | PA      | $35592949.26  | 0.10%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $62043.88     | 0.00%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1105884.91   | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2874641 | PA      | $2964755.93   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    573000 | PA      | $366638.10    | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2465000 | PA      | $2483104.62   | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC SARL                                                   | Chile Electricity Lux MPC SARL                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |    688000 | PA      | $719950.60    | 0.00%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III, Inc.                                      | Fresenius Medical Care US Finance III, Inc.                                                                                   | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    498000 | PA      | $488210.58    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85799000 | PA      | $86445844.02  | 0.25%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $749420.15    | 0.00%             | 2032-01-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: —       |
| Aegon Ltd.                                                                       | Aegon Ltd.                                                                                                                    | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $380033.06    | 0.00%             | 2048-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CCL Industries, Inc.                                                             | CCL Industries, Inc.                                                                                                          | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    910000 | PA      | $856506.15    | 0.00%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    392000 | PA      | $370430.29    | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84121000 | PA      | $79034308.28  | 0.23%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    605000 | PA      | $406224.17    | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $430416.75    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50500000 | PA      | $49462382.81  | 0.14%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2018-BN13, Class A4                                                                                              | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1534389 | PA      | $1523673.27   | 0.00%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                       | Go Daddy Operating Co. LLC                                                                                                    | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    802000 | PA      | $762726.81    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C7, Class A5                                                                                | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1205840.71   | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1136642.87   | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                                                | Greystar Real Estate Partners LLC                                                                                             | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    430000 | PA      | $453291.69    | 0.00%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    565000 | PA      | $380338.54    | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| University of Chicago (The)                                                      | University of Chicago (The), Series 20B                                                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67056.10     | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5369988 | PA      | $4415694.28   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    526000 | PA      | $534443.69    | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3707871.12   | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3149880.99   | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                       | Bio-Rad Laboratories, Inc.                                                                                                    | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496205.14    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   6080000 | PA      | $6129905.42   | 0.02%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    930000 | PA      | $892481.97    | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    828000 | PA      | $670114.63    | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Incora Top Holdco LLC                                                            | Incora Top Holdco LLC                                                                                                         | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7599 | NS      | $45214.05     | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1078956.84   | 0.00%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1048896.92   | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2020BG                                                                                       | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $654088.68    | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: —       |
| Loews Corp.                                                                      | Loews Corp.                                                                                                                   | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    845000 | PA      | $810087.83    | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    705000 | PA      | $717136.07    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2018-C15, Class AS                                                                      | CUSIP: 90278LBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $245469.51    | 0.00%             | 2051-12-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2011 Ltd.                                                          | CNOOC Finance 2011 Ltd.                                                                                                       | CUSIP: 12621VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    400000 | PA      | $434670.60    | 0.00%             | 2041-01-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    307000 | PA      | $304144.15    | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2018-B4, Class ASB                                                                           | CUSIP: 08161HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229143 | PA      | $228697.03    | 0.00%             | 2051-07-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.                                          | Pepsico Singapore Financing I Pte. Ltd.                                                                                       | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    610000 | PA      | $613097.94    | 0.00%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39036 | PA      | $35389.86     | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co.                                                                  | Ohio Edison Co.                                                                                                               | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $498985.74    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $397853.73    | 0.00%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9480635 | PA      | $9764076.08   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1058418.43   | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    574000 | PA      | $569586.19    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |   2400000 | PA      | $2286099.05   | 0.01%             | 2030-05-13      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34851 | PA      | $31896.62     | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140L2RS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9669096 | PA      | $7913765.07   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    635000 | PA      | $639019.37    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yamana Gold, Inc.                                                                | Yamana Gold, Inc.                                                                                                             | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $456900.35    | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    835000 | PA      | $864740.78    | 0.00%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    360000 | PA      | $323542.14    | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    770000 | PA      | $653970.88    | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge              | City of Los Angeles Department of Airports Customer Facility Charge, Series 2022A                                             | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $47851.67     | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $755882.21    | 0.00%             | 2032-07-09      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1355000 | PA      | $1261286.26   | 0.00%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1878000 | PA      | $1425448.14   | 0.00%             | 2043-02-11      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |   1100000 | PA      | $1255451.76   | 0.00%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                              | Flowers Foods, Inc.                                                                                                           | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    195000 | PA      | $178739.40    | 0.00%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2205377 | PA      | $2082468.34   | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    451000 | PA      | $567628.57    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    520000 | PA      | $508943.23    | 0.00%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1371437.08   | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EN5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $400607.59    | 0.00%             | 2028-09-22      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Hunt Oil Co. of Peru LLC Sucursal Del Peru                                       | Hunt Oil Co. of Peru LLC Sucursal Del Peru                                                                                    | CUSIP: N/A<br>LEI: 549300SVO0550J3IKN50       | Long             | DBT              | CORP              | PE        |    600000 | PA      | $656806.14    | 0.00%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nanyang Commercial Bank Ltd.                                                     | Nanyang Commercial Bank Ltd.                                                                                                  | CUSIP: N/A<br>LEI: SC4P6WZO702RYEIU7J93       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $829454.72    | 0.00%             | 2034-08-06      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    247000 | PA      | $251250.28    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3200000 | PA      | $3241304.79   | 0.01%             | 2030-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSUW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5235298 | PA      | $4493361.68   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BE6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    307000 | PA      | $307051.66    | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $369141.44    | 0.00%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    805000 | PA      | $823116.16    | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier North, Inc.                                                             | Frontier North, Inc., Series G                                                                                                | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $257435.01    | 0.00%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2124604.14   | 0.01%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    440000 | PA      | $426342.14    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Shin Kong Life Singapore Pte. Ltd.                                               | Shin Kong Life Singapore Pte. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 9845008AEF61S9A2LB52       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $426684.66    | 0.00%             | 2035-06-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                                                    | Polaris, Inc.                                                                                                                 | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    395000 | PA      | $401093.95    | 0.00%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     55000 | PA      | $48764.90     | 0.00%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    775000 | PA      | $768152.99    | 0.00%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    690000 | PA      | $641340.14    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                                      | Minerals Technologies, Inc.                                                                                                   | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438339.45    | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    778000 | PA      | $676047.46    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBQ0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1415000 | PA      | $1533057.62   | 0.00%             | 2034-12-07      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $1332294.76   | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8H24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4750265 | PA      | $4405218.13   | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                               | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    390000 | PA      | $394007.73    | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430231.61    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WMJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14738 | PA      | $13893.45     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1199468.93   | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $419585.11    | 0.00%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1165691.69   | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                                                            | Arbor Realty SR, Inc.                                                                                                         | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    385000 | PA      | $376341.64    | 0.00%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1265945.88   | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1354322.66   | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3245502 | PA      | $3289432.88   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    860000 | PA      | $866329.96    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1353559.13   | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11696493 | PA      | $11745187.47  | 0.03%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    825000 | PA      | $838912.73    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10725000 | PA      | $10931758.80  | 0.03%             | 2056-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471291.76    | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    839000 | PA      | $952481.15    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    472000 | PA      | $365867.97    | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1610733.87   | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2193000 | PA      | $2190876.93   | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    725000 | PA      | $483381.78    | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9747265.63   | 0.03%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    732000 | PA      | $624037.54    | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |    800000 | PA      | $803690.66    | 0.00%             | 2027-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    670000 | PA      | $597907.29    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $193232.25    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    770000 | PA      | $794343.39    | 0.00%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1202162.17   | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     42000 | PA      | $32777.04     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    550000 | PA      | $446355.96    | 0.00%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1558027.64   | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    240000 | PA      | $205380.91    | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $830639.53    | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7005167 | PA      | $5986264.26   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1380563.08   | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    645000 | PA      | $627207.59    | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    855000 | PA      | $851933.57    | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1158337.17   | 0.00%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247183.78    | 0.00%             | 2031-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $401825.58    | 0.00%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    609000 | PA      | $563491.72    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    580000 | PA      | $531245.77    | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723734 | PA      | $677760.74    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $423005.75    | 0.00%             | 2061-09-13      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2084091.33   | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                   | CUSIP: 984121CL5<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    260000 | PA      | $69170.53     | 0.00%             | 2035-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1306535.33   | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    585000 | PA      | $591322.49    | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP Industrial Trust                                                                                                          | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    270000 | PA      | $247525.18    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1533747.52   | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E2HL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4988 | PA      | $4949.77      | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                             | Province of Manitoba                                                                                                          | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    290000 | PA      | $273077.27    | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                            | Ahead DB Holdings LLC                                                                                                         | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    405000 | PA      | $400916.30    | 0.00%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                        | Cablevision Lightpath LLC                                                                                                     | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503220.65    | 0.00%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                                              | Novant Health, Inc.                                                                                                           | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    732000 | PA      | $486199.31    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $771924.01    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                                           | CUSIP: 05369YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    260000 | PA      | $265007.36    | 0.00%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    866000 | PA      | $725195.79    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    910000 | PA      | $899183.00    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1112131.74   | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3430000 | PA      | $3637298.84   | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148455.14    | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                  | Meiji Yasuda Life Insurance Co.                                                                                               | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2060378.31   | 0.01%             | 2055-06-11      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1526000 | PA      | $1399310.03   | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                               | Cintas Corp. No. 2                                                                                                            | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    994000 | PA      | $992077.24    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IOI Investment L Bhd.                                                            | IOI Investment L Bhd.                                                                                                         | CUSIP: N/A<br>LEI: 254900NBVUUO7810A642       | Long             | DBT              | CORP              | MY        |    200000 | PA      | $185271.61    | 0.00%             | 2031-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NM63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3547289 | PA      | $3610408.34   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $951464.56    | 0.00%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    487000 | PA      | $485446.26    | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301476.30    | 0.00%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1687419.87   | 0.00%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1340000 | PA      | $1330218.37   | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA                                                                   | BBVA Mexico SA                                                                                                                | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |    800000 | PA      | $821019.86    | 0.00%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Chord Energy Corp.                                                               | Chord Energy Corp.                                                                                                            | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356983.13    | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28895000 | PA      | $21865388.28  | 0.06%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                 | Brookfield Asset Management Ltd.                                                                                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $555683.21    | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co.                                                                 | Hecla Mining Co.                                                                                                              | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    259000 | PA      | $259337.90    | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Methanex Corp.                                                                   | Methanex Corp.                                                                                                                | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    726000 | PA      | $730118.49    | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $837921.14    | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Denso Corp.                                                                      | Denso Corp.                                                                                                                   | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $468333.06    | 0.00%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $664306.45    | 0.00%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1019754.57   | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQF31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    784190 | PA      | $814873.21    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EG Global Finance plc                                                            | EG Global Finance plc                                                                                                         | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1105000 | PA      | $1195650.94   | 0.00%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    820000 | PA      | $814186.19    | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    678000 | PA      | $750931.60    | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Link Finance Cayman 2009 Ltd. (The)                                              | Link Finance Cayman 2009 Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900J10LHB6JOSNR19       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $548232.17    | 0.00%             | 2032-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479952.74    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $557113.61    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    998000 | PA      | $922977.41    | 0.00%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BP0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    755000 | PA      | $761674.24    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $388792.13    | 0.00%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    598000 | PA      | $533157.82    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2291539.67   | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    656000 | PA      | $589968.46    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                              | Trans-Allegheny Interstate Line Co.                                                                                           | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154155.55    | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338630.62    | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2020-L4, Class A2                                                                      | CUSIP: 61770KAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960207 | PA      | $1827552.97   | 0.01%             | 2053-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140AJMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1258918 | PA      | $1289576.02   | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    710000 | PA      | $483470.99    | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1481159.70   | 0.00%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2553804.34   | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                    | Dornoch Debt Merger Sub, Inc.                                                                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $619103.56    | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| South Bow Canadian Infrastructure Holdings Ltd.                                  | South Bow Canadian Infrastructure Holdings Ltd.                                                                               | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $488675.05    | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    504000 | PA      | $573032.34    | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | Healthcare Realty Holdings LP                                                                                                 | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $910691.07    | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zhangzhou Jiulongjiang Group Co. Ltd.                                            | Zhangzhou Jiulongjiang Group Co. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 30030040TUNWHOUW2348       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $401156.78    | 0.00%             | 2028-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335565.59    | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    470000 | PA      | $495025.63    | 0.00%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5926475 | PA      | $4866971.20   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                                                      | Prudential Funding Asia plc                                                                                                   | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |    900000 | PA      | $866440.13    | 0.00%             | 2033-11-03      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Harbour Energy plc                                                               | Harbour Energy plc                                                                                                            | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $306577.51    | 0.00%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    560000 | PA      | $508010.33    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                     | Diversified Healthcare Trust                                                                                                  | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    557000 | PA      | $539815.95    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    515000 | PA      | $524491.53    | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64953BBM9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    505000 | PA      | $511206.44    | 0.00%             | 2027-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |   1000000 | PA      | $536055.84    | 0.00%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2172787 | PA      | $1873702.28   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    825000 | PA      | $772319.17    | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22611 | PA      | $21913.79     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    760000 | PA      | $696883.40    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2452038 | PA      | $2477954.27   | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    525000 | PA      | $544533.07    | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1020911.67   | 0.00%             | 2029-03-04      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | California Institute of Technology                                                                                            | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    295000 | PA      | $256354.57    | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    472000 | PA      | $463748.95    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    890000 | PA      | $793016.22    | 0.00%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290623.03    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38684 | PA      | $38567.43     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AU4<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    680000 | PA      | $597839.46    | 0.00%             | 2030-11-24      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    796092 | PA      | $728596.86    | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1647958 | PA      | $1632939.60   | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    457000 | PA      | $475364.29    | 0.00%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RBH8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $992827.95    | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390265.03    | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                            | Pluspetrol Camisea SA                                                                                                         | CUSIP: N/A<br>LEI: 254900VNCHIPPJ2OFY98       | Long             | DBT              | CORP              | PE        |    600000 | PA      | $635072.49    | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    880000 | PA      | $938330.08    | 0.00%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    445000 | PA      | $313090.36    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QW81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5972419 | PA      | $6090529.97   | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    595000 | PA      | $414493.54    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    513000 | PA      | $549118.79    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    459000 | PA      | $455875.42    | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90450000 | PA      | $91043578.13  | 0.26%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41291 | PA      | $39920.48     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1355139.99   | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                                                           | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1143492.68   | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283844.16    | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $747112.22    | 0.00%             | 2031-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    757000 | PA      | $761144.85    | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    763000 | PA      | $682105.54    | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The), Series FXD                                                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1035000 | PA      | $1017395.68   | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474940.36    | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    430000 | PA      | $442403.92    | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma                                                                                                | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    440000 | PA      | $450119.75    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    820000 | PA      | $832193.04    | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                                                | Chevron Phillips Chemical Co. LLC                                                                                             | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $445527.59    | 0.00%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $852349.90    | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5G78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113496 | PA      | $107237.58    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1405000 | PA      | $1460486.51   | 0.00%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                                         | Itau Unibanco Holding SA                                                                                                      | CUSIP: 46556W2E9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |   1000000 | PA      | $1037507.01   | 0.00%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    630000 | PA      | $661074.63    | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    570000 | PA      | $598057.85    | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                                   | Somnigroup International, Inc.                                                                                                | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    835000 | PA      | $779233.22    | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp.                                                       | Deere Funding Canada Corp.                                                                                                    | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    325000 | PA      | $324272.55    | 0.00%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    854000 | PA      | $857451.39    | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    940000 | PA      | $740918.36    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21829384 | PA      | $21839567.41  | 0.06%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259438.46    | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Beazley Insurance DAC                                                            | Beazley Insurance DAC                                                                                                         | CUSIP: N/A<br>LEI: 549300WWULDAFCPEU084       | Long             | DBT              | CORP              | IE        |    400000 | PA      | $408933.75    | 0.00%             | 2029-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                                 | Florida Gas Transmission Co. LLC                                                                                              | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    370000 | PA      | $383001.84    | 0.00%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309633.99    | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    719000 | PA      | $774637.76    | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    988000 | PA      | $878103.27    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    792000 | PA      | $500684.03    | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $395951.59    | 0.00%             | 2030-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ENQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7039 | PA      | $7079.83      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                                                                     | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    610000 | PA      | $605476.41    | 0.00%             | 2032-10-07      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc., Series G                                                                                                     | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    320000 | PA      | $246170.63    | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    795000 | PA      | $789254.00    | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $200906.02    | 0.00%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $936583.35    | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VAD0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $246262.30    | 0.00%             | 2027-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4563741 | PA      | $4239284.56   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    670000 | PA      | $633050.63    | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1000000 | PA      | $1009136.50   | 0.00%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    840000 | PA      | $876206.84    | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1445000 | PA      | $1374493.57   | 0.00%             | 2029-02-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    660000 | PA      | $677984.26    | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp., Series L                                                                                               | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    648000 | PA      | $586255.00    | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484416.93    | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419108.45    | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $492301.43    | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $203968.59    | 0.00%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1140173.15   | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    750000 | PA      | $775389.70    | 0.00%             | 2029-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    930000 | PA      | $915937.51    | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp.                                                  | Oaktree Specialty Lending Corp.                                                                                               | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    535000 | PA      | $523844.88    | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    410000 | PA      | $446724.60    | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GENM Capital Labuan Ltd.                                                         | GENM Capital Labuan Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900DWSHIWTSE0YG58       | Long             | DBT              | CORP              | MY        |   1000000 | PA      | $923068.02    | 0.00%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   1025000 | PA      | $1053665.39   | 0.00%             | 2029-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                           | EQT AB                                                                                                                        | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $205626.49    | 0.00%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Dye & Durham Ltd.                                                                | Dye & Durham Ltd.                                                                                                             | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    570000 | PA      | $519242.77    | 0.00%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Pepsico Singapore Financing I Pte. Ltd.                                          | Pepsico Singapore Financing I Pte. Ltd.                                                                                       | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    825000 | PA      | $838880.46    | 0.00%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    296000 | PA      | $208648.07    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  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        |   2215000 | PA      | $2486775.86   | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    707000 | PA      | $450832.39    | 0.00%             | 2050-06-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAB8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58806.36     | 0.00%             | 2047-05-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4553834 | PA      | $4490985.34   | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                                                           | Intact Financial Corp.                                                                                                        | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $623088.71    | 0.00%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                                                   | MTR Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | NUSS              | HK        |   1293000 | PA      | $1170856.31   | 0.00%             | 2030-08-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                               | DISH Network Corp.                                                                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2843819.03   | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QS4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4048652 | PA      | $4158791.66   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $608545.09    | 0.00%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Capital Market Ltd.                                      | Sun Hung Kai Properties Capital Market Ltd.                                                                                   | CUSIP: N/A<br>LEI: 222100WJDEUAP4JLW867       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $376389.76    | 0.00%             | 2030-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1761000 | PA      | $1692706.36   | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YAN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16076050 | PA      | $15009244.16  | 0.04%             | 2053-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    630000 | PA      | $605421.96    | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    468000 | PA      | $490329.41    | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDF4<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    739000 | PA      | $723468.68    | 0.00%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    760000 | PA      | $466732.44    | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $799390.32    | 0.00%             | 2030-01-13      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| GFH Senior Sukuk Ltd.                                                            | GFH Senior Sukuk Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549006KGP87C90JH464       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $608369.38    | 0.00%             | 2029-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aragvi Finance International DAC                                                 | Aragvi Finance International DAC                                                                                              | CUSIP: 03851RAD6<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $608873.40    | 0.00%             | 2029-11-20      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| JMH Co. Ltd.                                                                     | JMH Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 213800C5GDLSGQEMM574       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $337000.30    | 0.00%             | 2036-04-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1090430.63   | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |   1200000 | PA      | $1210367.34   | 0.00%             | 2027-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    611000 | PA      | $609252.01    | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4000000 | PA      | $4028046.87   | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    820000 | PA      | $821526.41    | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457437.94    | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    520000 | PA      | $535192.79    | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1743000 | PA      | $1680281.44   | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    560000 | PA      | $487726.14    | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1160000 | PA      | $1160912.12   | 0.00%             | 2028-05-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| NOV, Inc.                                                                        | NOV, Inc.                                                                                                                     | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    578000 | PA      | $565225.77    | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3447941 | PA      | $3320810.91   | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   1100000 | PA      | $1099965.19   | 0.00%             | 2027-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    518000 | PA      | $533221.29    | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22128406 | PA      | $22145557.74  | 0.06%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BayCare Health System, Inc.                                                      | BayCare Health System, Inc., Series 2020                                                                                      | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    684000 | PA      | $522677.70    | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394526 | PA      | $370918.54    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $613702.31    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    590000 | PA      | $591156.73    | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2225000 | PA      | $2248157.54   | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1436790.29   | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    460000 | PA      | $369485.28    | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2010H                                                   | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $777098.70    | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                              | North Haven Private Income Fund LLC                                                                                           | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224249.94    | 0.00%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AC1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    590000 | PA      | $683936.23    | 0.00%             | 2031-12-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $405951.78    | 0.00%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    735000 | PA      | $759647.90    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1553317.75   | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2017-COR2, Class A3                                                                         | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $988918.39    | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112576.09    | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474732.86    | 0.00%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    930000 | PA      | $802930.34    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Moviles Chile SA                                                      | Telefonica Moviles Chile SA                                                                                                   | CUSIP: N/A<br>LEI: 549300PDWJ2U6A15B785       | Long             | DBT              | CORP              | CL        |    500000 | PA      | $352699.34    | 0.00%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1585000 | PA      | $1411422.52   | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    980000 | PA      | $1036152.60   | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B30, Class B                                                                            | CUSIP: 08163KBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $206382.29    | 0.00%             | 2054-11-15      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 6325C0EB3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1420000 | PA      | $1395379.95   | 0.00%             | 2027-01-12      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    543000 | PA      | $562612.79    | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46404000 | PA      | $47038429.69  | 0.13%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1263000 | PA      | $1249726.85   | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WD2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34477 | PA      | $33724.09     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1257536.28   | 0.00%             | 2034-03-08      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TT Varlik Kiralama A/S                                                           | TT Varlik Kiralama A/S                                                                                                        | CUSIP: N/A<br>LEI: 789000JWDAT89FS8JB90       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $605402.95    | 0.00%             | 2030-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0XJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1397814 | PA      | $1459403.16   | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    816000 | PA      | $816353.33    | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    560000 | PA      | $566497.06    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Muang Thai Life Assurance PCL                                                    | Muang Thai Life Assurance PCL                                                                                                 | CUSIP: N/A<br>LEI: 549300V70GAMNLTH3D74       | Long             | DBT              | CORP              | TH        |    400000 | PA      | $395821.92    | 0.00%             | 2037-01-27      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNZ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2926987 | PA      | $2501256.38   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $768769.98    | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    475000 | PA      | $297797.05    | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W4CD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3553485 | PA      | $3494496.83   | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15655153 | PA      | $13485491.13  | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                                       | IDEX Corp.                                                                                                                    | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    685000 | PA      | $699389.36    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    555000 | PA      | $384313.04    | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    670000 | PA      | $675895.45    | 0.00%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $929115.53    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   1000000 | PA      | $290989.44    | 0.00%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    594000 | PA      | $596870.26    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    740000 | PA      | $678392.41    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    445000 | PA      | $440856.92    | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    996000 | PA      | $976741.39    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57310200 | PA      | $54592442.86  | 0.16%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty. Ltd.                                                        | Ausgrid Finance Pty. Ltd.                                                                                                     | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |    480000 | PA      | $481287.77    | 0.00%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4350000 | PA      | $4408453.13   | 0.01%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2000000 | PA      | $1907099.13   | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8318751 | PA      | $8563934.56   | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $415895.94    | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    855000 | PA      | $835517.99    | 0.00%             | 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        |   1225000 | PA      | $1111569.25   | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3595332 | PA      | $3073505.67   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    575000 | PA      | $559109.59    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2025-4, Class A3                                                               | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $702718.26    | 0.00%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316141.02    | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CLP Power Hong Kong Financing Ltd.                                               | CLP Power Hong Kong Financing Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900SBJOP9O3YV1271       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $553606.90    | 0.00%             | 2030-06-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $1927829.38   | 0.01%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192477.16    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2450022.78   | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349355.59    | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    685000 | PA      | $608273.26    | 0.00%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Bapco Energies BSC Closed                                                        | Bapco Energies BSC Closed                                                                                                     | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    700000 | PA      | $722195.09    | 0.00%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    517000 | PA      | $513117.64    | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    655000 | PA      | $623876.99    | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105488000 | PA      | $104812217.50 | 0.30%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487871.85    | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1006468.73   | 0.00%             | 2030-07-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    505000 | PA      | $330054.49    | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    545000 | PA      | $551700.85    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1100520.10   | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1716250.77   | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3686207 | PA      | $3415085.17   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                             | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $463588.14    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1782283.64   | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    815000 | PA      | $822020.61    | 0.00%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    795000 | PA      | $801730.84    | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    435000 | PA      | $367153.51    | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    805000 | PA      | $804562.49    | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                                                  | Flowserve Corp.                                                                                                               | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $538473.33    | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DW3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $563958.94    | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $798746.39    | 0.00%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                | Cornerstone Building Brands, Inc.                                                                                             | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    505000 | PA      | $381539.98    | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2016 Ltd.                                     | Sinopec Group Overseas Development 2016 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5299002BJODD4TLAOX51       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $540007.12    | 0.00%             | 2046-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5967368 | PA      | $5104964.57   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    704000 | PA      | $696842.13    | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    480000 | PA      | $483326.37    | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    565000 | PA      | $587679.55    | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5181931 | PA      | $4795379.06   | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co. (The)                                        | Cleveland Electric Illuminating Co. (The)                                                                                     | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $472900.04    | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. II LLC                                                     | KKR Group Finance Co. II LLC                                                                                                  | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $229616.45    | 0.00%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bapco Energies Sukuk Ltd.                                                        | Bapco Energies Sukuk Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 54930062R6OFRHBRAI29       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1028094.82   | 0.00%             | 2035-01-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    885000 | PA      | $908576.03    | 0.00%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                            | Associated Banc-Corp.                                                                                                         | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130165.69    | 0.00%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    366000 | PA      | $309876.72    | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    515000 | PA      | $520822.30    | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group, Inc.                                                   | Jacobs Engineering Group, Inc.                                                                                                | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    940000 | PA      | $988207.70    | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1689000 | PA      | $1246113.47   | 0.00%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1111000 | PA      | $1089309.41   | 0.00%             | 2033-03-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1850000 | PA      | $1908812.30   | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                                    | BioMarin Pharmaceutical, Inc.                                                                                                 | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200808.95    | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1508157 | PA      | $1297317.22   | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    600000 | PA      | $492596.44    | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    670000 | PA      | $545227.66    | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1041449.03   | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    674000 | PA      | $698287.00    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    857000 | PA      | $859872.31    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GS5Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12465650 | PA      | $12569221.40  | 0.04%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    302000 | PA      | $288675.43    | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2409135.48   | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $1223777.67   | 0.00%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $979542.80    | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dubai DOF Sukuk Ltd.                                                             | Dubai DOF Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300FL2U4Z16IJI576       | Long             | DBT              | NUSS              | KY        |   1000000 | PA      | $1029659.55   | 0.00%             | 2029-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $2017952.39   | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1092693.49   | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                                                                       | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    630000 | PA      | $632635.76    | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series Y                                                                                               | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    305000 | PA      | $251529.53    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C18, Class A4                                                                    | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1912490.44   | 0.01%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1347169 | PA      | $1264618.75   | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    660000 | PA      | $650832.77    | 0.00%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2023                                                                                              | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    105000 | PA      | $103939.79    | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556341 | PA      | $551271.16    | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    672000 | PA      | $719758.62    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    670000 | PA      | $630179.48    | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    295000 | PA      | $297281.80    | 0.00%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                  | Medtronic, Inc.                                                                                                               | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1941105.95   | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1037096.56   | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33203000 | PA      | $32996778.24  | 0.09%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1195000 | PA      | $1199372.03   | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                               | Ma'aden Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900QDNU6I6VA8UL14       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $819377.92    | 0.00%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1200000 | PA      | $886807.15    | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Adnoc Murban Rsc Ltd.                                                            | Adnoc Murban Rsc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | CORP              | AE        |   1400000 | PA      | $1372207.64   | 0.00%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                        | CNO Financial Group, Inc.                                                                                                     | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    770000 | PA      | $813938.47    | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665863.66    | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    870000 | PA      | $842599.73    | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $399173.28    | 0.00%             | 2036-06-11      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    870000 | PA      | $852489.40    | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    990000 | PA      | $913688.23    | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    960000 | PA      | $866352.20    | 0.00%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBA4<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    160000 | PA      | $139878.99    | 0.00%             | 2030-08-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1800000 | PA      | $2044043.09   | 0.01%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    485000 | PA      | $486129.41    | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $417851.45    | 0.00%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    515000 | PA      | $521515.36    | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    805000 | PA      | $829598.10    | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Basin Electric Power Cooperative                                                 | Basin Electric Power Cooperative                                                                                              | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    965000 | PA      | $952021.18    | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    950000 | PA      | $961493.49    | 0.00%             | 2027-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    775000 | PA      | $781573.64    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1269796.07   | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                      | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261642.75    | 0.00%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AA0<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $194899.01    | 0.00%             | 2033-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    405000 | PA      | $395904.26    | 0.00%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    820000 | PA      | $607189.14    | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5MU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1536934 | PA      | $1477834.89   | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1046064.20   | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                 | Grupo Nutresa SA                                                                                                              | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |   1600000 | PA      | $1703930.60   | 0.00%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $999561.86    | 0.00%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203391.31    | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    638000 | PA      | $649119.30    | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $980652.19    | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTVK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3381017 | PA      | $3473388.98   | 0.01%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78460000 | PA      | $76639482.81  | 0.22%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    820000 | PA      | $819940.75    | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427PAD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9895174 | PA      | $10260397.29  | 0.03%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B21, Class A5                                                                           | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1286655.86   | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    967000 | PA      | $865831.29    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    700000 | PA      | $459295.99    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1488517.41   | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    545000 | PA      | $400710.90    | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    555000 | PA      | $576668.47    | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    805000 | PA      | $707746.24    | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179960.61    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $391822.98    | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1534518.32   | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    840000 | PA      | $901762.72    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SIB Sukuk Co. III Ltd.                                                           | SIB Sukuk Co. III Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300VEBV0EQP2FCP08       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $395307.03    | 0.00%             | 2030-11-12      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AQBV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3771874 | PA      | $3366078.54   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SC Johnson & Son, Inc.                                                           | SC Johnson & Son, Inc.                                                                                                        | CUSIP: 478165AH6<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $926249.47    | 0.00%             | 2046-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3241886.99   | 0.01%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    305000 | PA      | $317379.21    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    740000 | PA      | $703111.74    | 0.00%             | 2032-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                              | Triton Container International Ltd.                                                                                           | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    550000 | PA      | $547162.76    | 0.00%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                              | Nationwide Financial Services, Inc.                                                                                           | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $869126.20    | 0.00%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    825000 | PA      | $819117.56    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    794000 | PA      | $783643.29    | 0.00%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    405000 | PA      | $399476.78    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    770000 | PA      | $701936.46    | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    655000 | PA      | $493965.87    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    505000 | PA      | $521006.54    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2B5<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |    290000 | PA      | $287195.31    | 0.00%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $589269.72    | 0.00%             | 2035-10-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings, Inc.                                               | Assured Guaranty US Holdings, Inc.                                                                                            | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    610000 | PA      | $573475.53    | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The), Series 2020                                                                           | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    408000 | PA      | $253823.20    | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                                     | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    575000 | PA      | $596426.91    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   4455000 | PA      | $4425124.08   | 0.01%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335B7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165691 | PA      | $161341.59    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2288111.18   | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                                        | Trinidad Generation UnLtd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | TT        |    600000 | PA      | $629887.86    | 0.00%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1605343.34   | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                    | TotalEnergies Capital USA LLC                                                                                                 | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14988.49     | 0.00%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    547000 | PA      | $514250.31    | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   1435000 | PA      | $1430806.13   | 0.00%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30195812 | PA      | $25792088.80  | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1615000 | PA      | $1642598.87   | 0.00%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    813000 | PA      | $673400.49    | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180240.03    | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    535000 | PA      | $484927.82    | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1197148.43   | 0.00%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    645000 | PA      | $402646.19    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                                | Banco Bradesco SA                                                                                                             | CUSIP: 05947LBB3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1049421.40   | 0.00%             | 2030-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals, Series 13-A                                                                                            | CUSIP: 62952EAB3<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143466.22    | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: N/A<br>LEI: 254900748HGC4RBR4O84       | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $386052.81    | 0.00%             | 2028-03-08      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                               | Uniti Services LLC                                                                                                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1084956.61   | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    565000 | PA      | $549767.79    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299745.48    | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    770000 | PA      | $796263.21    | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2300000 | PA      | $2276791.63   | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3084964.38   | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3216033 | PA      | $2894218.44   | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co.                                                   | Indianapolis Power & Light Co.                                                                                                | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    880000 | PA      | $874228.18    | 0.00%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   1200000 | PA      | $1163272.27   | 0.00%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11095598 | PA      | $9613243.87   | 0.03%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1133000 | PA      | $1102554.94   | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    865000 | PA      | $854559.46    | 0.00%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    496000 | PA      | $464135.08    | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493003P813VL21KG928       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $608579.36    | 0.00%             | 2028-10-26      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQ3S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7814130 | PA      | $7482247.64   | 0.02%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533011.14    | 0.00%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    435000 | PA      | $461452.15    | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    963000 | PA      | $891263.40    | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    295000 | PA      | $249580.58    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1240860.46   | 0.00%             | 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        |    985000 | PA      | $1040014.23   | 0.00%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    875000 | PA      | $876889.44    | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2183529.09   | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1095000 | PA      | $1095335.00   | 0.00%             | 2028-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    877000 | PA      | $871264.05    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    758000 | PA      | $704989.09    | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379729.87    | 0.00%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    873000 | PA      | $895838.15    | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W02R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3122469 | PA      | $2545648.65   | 0.01%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    674000 | PA      | $664609.59    | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2845527.73   | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                            | Minerva Luxembourg SA                                                                                                         | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1117925.20   | 0.00%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6217719 | PA      | $6127052.18   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1047080.80   | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                          | Genesee & Wyoming, Inc.                                                                                                       | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    725000 | PA      | $748238.10    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273584.59    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                                            | Progress Energy, Inc.                                                                                                         | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    696000 | PA      | $796714.73    | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                   | FIBRA Prologis                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    400000 | PA      | $396814.99    | 0.00%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                                  | NCR Voyix Corp.                                                                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    501000 | PA      | $494980.43    | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    480000 | PA      | $488562.65    | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    875000 | PA      | $784865.32    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2568536.76   | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Embecta Corp.                                                                    | Embecta Corp.                                                                                                                 | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    545000 | PA      | $510544.47    | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1558797.16   | 0.00%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Kraton Corp.                                                                     | Kraton Corp.                                                                                                                  | CUSIP: N/A<br>LEI: 549300UKP7HNTB21X136       | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $1013278.17   | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    255000 | PA      | $245387.79    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Competition Team Technologies Ltd.                                               | Competition Team Technologies Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900B6P01H4XAT6880       | Long             | DBT              | CORP              | BS        |    200000 | PA      | $200035.90    | 0.00%             | 2029-03-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    655000 | PA      | $644189.69    | 0.00%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp.                                                                                                                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1589108.55   | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $850178.91    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MGK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17370353 | PA      | $14165917.10  | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173400.48    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426718.81    | 0.00%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    420000 | PA      | $330173.21    | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Consorcio Transmantaro SA                                                        | Consorcio Transmantaro SA                                                                                                     | CUSIP: N/A<br>LEI: 549300NL65DC6HVEJX96       | Long             | DBT              | CORP              | PE        |    800000 | PA      | $793165.10    | 0.00%             | 2034-04-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Becle SAB de CV                                                                  | Becle SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 529900JY55CZKMJLCE09       | Long             | DBT              | CORP              | MX        |    800000 | PA      | $693227.08    | 0.00%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3071 | PA      | $2979.72      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $622450.86    | 0.00%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    855000 | PA      | $881157.48    | 0.00%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12924314 | PA      | $11997454.00  | 0.03%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    995000 | PA      | $1011452.12   | 0.00%             | 2032-06-19      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                            | Protective Life Corp.                                                                                                         | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477098.08    | 0.00%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620247.14    | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426580.31    | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bocom Leasing Management Hong Kong Co. Ltd.                                      | Bocom Leasing Management Hong Kong Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300VK5E35PN5ZZX74       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $401423.87    | 0.00%             | 2030-03-07      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    480000 | PA      | $494506.85    | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221055.32    | 0.00%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Binghatti Sukuk SPC Ltd.                                                         | Binghatti Sukuk SPC Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900Q5ANAJ5RI08U80       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $409264.62    | 0.00%             | 2027-02-28      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1416764 | PA      | $1279381.00   | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    532047 | PA      | $512611.35    | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                 | Transurban Finance Co. Pty. Ltd.                                                                                              | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    269000 | PA      | $267160.96    | 0.00%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                                            | Eagle Materials, Inc.                                                                                                         | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    920000 | PA      | $834194.42    | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    385000 | PA      | $360163.68    | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    690000 | PA      | $691129.96    | 0.00%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262548.70    | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    650000 | PA      | $671163.51    | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434184.92    | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1652418.91   | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1891216.76   | 0.01%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                                   | Brookfield Property REIT, Inc.                                                                                                | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    556000 | PA      | $548416.90    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    975000 | PA      | $866177.13    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    892000 | PA      | $904354.57    | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3520561.10   | 0.01%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CZ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1762353.02   | 0.01%             | 2035-01-11      | Variable      | 6.10%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319244 | PA      | $310293.79    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine National Bank                                                         | Philippine National Bank                                                                                                      | CUSIP: N/A<br>LEI: 549300AFS0UU6SDK2K95       | Long             | DBT              | CORP              | PH        |    200000 | PA      | $202995.18    | 0.00%             | 2029-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    790000 | PA      | $794971.01    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wharf REIC Finance BVI Ltd.                                                      | Wharf REIC Finance BVI Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900N6PHCMYYNUWV59       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $563885.42    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3164000 | PA      | $2075990.79   | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    757000 | PA      | $753545.48    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    363000 | PA      | $404080.69    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series GG                                                                                       | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1139363.49   | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    390000 | PA      | $403198.79    | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                          | Columbus McKinnon Corp.                                                                                                       | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165851.01    | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    766000 | PA      | $718899.63    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    625000 | PA      | $646848.23    | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    875000 | PA      | $799572.03    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    705000 | PA      | $716854.71    | 0.00%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    895000 | PA      | $921509.13    | 0.00%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C29, Class A3                                                                              | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $924968.05    | 0.00%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    605000 | PA      | $599523.66    | 0.00%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                  | M/I Homes, Inc.                                                                                                               | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322147.01    | 0.00%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    624000 | PA      | $777609.37    | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1144762.24   | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $924091.18    | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    570000 | PA      | $571803.21    | 0.00%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2385000 | PA      | $2465592.20   | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772225.94    | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAQ9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    385000 | PA      | $345638.82    | 0.00%             | 2032-01-10      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $564044.65    | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GTHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4549844 | PA      | $4673216.99   | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                                     | Amynta Agency Borrower, Inc.                                                                                                  | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203702.26    | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAA0<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    515000 | PA      | $455566.94    | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $954677.70    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352911.48    | 0.00%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $233244.24    | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0MW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7867875 | PA      | $6730810.55   | 0.02%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $395254.25    | 0.00%             | 2027-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    660000 | PA      | $666904.86    | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1476237.96   | 0.00%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    847000 | PA      | $663222.59    | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                              | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $492965.39    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    845342 | PA      | $719023.90    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    679000 | PA      | $700649.10    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2728000 | PA      | $2706002.09   | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    485000 | PA      | $412986.33    | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE Peet's NV                                                                                                                 | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    820000 | PA      | $799360.11    | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    355000 | PA      | $357161.37    | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                         | Ziggo BV                                                                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |   1035000 | PA      | $977853.05    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    880000 | PA      | $865867.90    | 0.00%             | 2064-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71226000 | PA      | $71047935.00  | 0.20%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Avilease Capital Ltd.                                                            | Avilease Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 635400SXOPVAVBWNE366       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $795031.36    | 0.00%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AQ                                                                            | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385736.51    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157857.16    | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EUC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102221 | PA      | $96063.15     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coastal Emerald Ltd.                                                             | Coastal Emerald Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 213800VJW5J633T5WS61       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $1028636.59   | 0.00%             | 2027-05-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    495000 | PA      | $500585.79    | 0.00%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    835000 | PA      | $877231.25    | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362226.64    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3098000 | PA      | $2722636.13   | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1447040 | PA      | $1452809.94   | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BJ8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303626.70    | 0.00%             | 2032-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    993000 | PA      | $614904.99    | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |    475000 | PA      | $483262.35    | 0.00%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1755114.61   | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493348.42    | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1205000 | PA      | $1305099.41   | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   6565000 | PA      | $6633587.41   | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K089, Class A2                      | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1983059.21   | 0.01%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $418394.43    | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1408463.77   | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1079743.79   | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                 | Old Republic International Corp.                                                                                              | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    635000 | PA      | $460015.33    | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    845000 | PA      | $850459.26    | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    455000 | PA      | $336408.02    | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2954540.02   | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Aldar Sukuk No. 2 Ltd.                                                           | Aldar Sukuk No. 2 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 54930010JDA2VE3MB531       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $392008.64    | 0.00%             | 2029-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3015000 | PA      | $3181710.05   | 0.01%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371550.84    | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2015-1, Class A                                                                  | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347505 | PA      | $342208.22    | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |   1900000 | PA      | $2001124.90   | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    925000 | PA      | $948742.35    | 0.00%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11120000 | PA      | $11818475.00  | 0.03%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   1250000 | PA      | $1272527.11   | 0.00%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37597000 | PA      | $37244528.13  | 0.11%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1206650.01   | 0.00%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $781791.19    | 0.00%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: N/A<br>LEI: 6RPK2YDJN6L35AS0M510       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198931.80    | 0.00%             | 2030-10-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $1306019.09   | 0.00%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    681000 | PA      | $726227.73    | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    555000 | PA      | $589270.09    | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJW53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12310 | PA      | $12045.14     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W3S7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198177.80    | 0.00%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    790000 | PA      | $774567.51    | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                                                                | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $420288.24    | 0.00%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Embarq LLC                                                                       | Embarq LLC                                                                                                                    | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $459203.74    | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1400000 | PA      | $1281737.98   | 0.00%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1019216.24   | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1495000 | PA      | $1334220.01   | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    520000 | PA      | $530986.97    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     92000 | PA      | $77680.95     | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    780000 | PA      | $774490.08    | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    410000 | PA      | $433300.74    | 0.00%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: 05635JAA8<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1260000 | PA      | $1283691.23   | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61893.21     | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | Omnis Funding Trust                                                                                                           | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1155941.58   | 0.00%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                                  | Ardagh Group SA                                                                                                               | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |   1188000 | PA      | $1120257.44   | 0.00%             | 2030-12-01      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey, Series 2019P                                                                      | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    100000 | PA      | $66165.47     | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9EY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438838 | PA      | $403978.49    | 0.00%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCP4<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309956.02    | 0.00%             | 2052-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp.                                                        | Merck Sharp & Dohme Corp.                                                                                                     | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    528000 | PA      | $566990.05    | 0.00%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $777338.80    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA, Inc.                                                            | ABB Finance USA, Inc.                                                                                                         | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    955000 | PA      | $956041.67    | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    803000 | PA      | $716213.94    | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals, Series 2020                                                                                            | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    215000 | PA      | $147174.82    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    855000 | PA      | $775194.01    | 0.00%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $265842.78    | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152361.37    | 0.00%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $817957.85    | 0.00%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    564000 | PA      | $579549.63    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Concentrix Corp.                                                                 | Concentrix Corp.                                                                                                              | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    525000 | PA      | $533325.86    | 0.00%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37301 | PA      | $37018.62     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    295000 | PA      | $292662.12    | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                              | Leviathan Bond Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    600000 | PA      | $614364.33    | 0.00%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486287.30    | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33120254 | PA      | $29909728.51  | 0.09%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dartmouth-Hitchcock Health                                                       | Dartmouth-Hitchcock Health, Series B                                                                                          | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $344557.63    | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    854000 | PA      | $633722.46    | 0.00%             | 2050-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                                 | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $791246.11    | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                                | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    750000 | PA      | $668256.87    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    565000 | PA      | $568980.57    | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $430822.05    | 0.00%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316467.41    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1306652.84   | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    780000 | PA      | $799933.94    | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16223798 | PA      | $14484663.17  | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1429663.19   | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    740000 | PA      | $740429.45    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                                                         | Gran Tierra Energy, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300IH2S17MAIUCM32       | Long             | DBT              | CORP              | US        |    800000 | PA      | $639123.73    | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $405053.97    | 0.00%             | 2029-01-29      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $699982.78    | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1600000 | PA      | $1584918.54   | 0.00%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAM9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    780000 | PA      | $793841.32    | 0.00%             | 2033-08-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| LD Holdings Group LLC                                                            | LD Holdings Group LLC                                                                                                         | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $507123.47    | 0.00%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437893.20    | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6660151 | PA      | $6198931.98   | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    530000 | PA      | $526608.19    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    555000 | PA      | $444510.46    | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                                   | Teleflex, Inc.                                                                                                                | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542034.91    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1006000 | PA      | $1008540.02   | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    947000 | PA      | $574534.59    | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                                                                       | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2320908.99   | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Guangzhou Metro Investment Finance BVI Ltd.                                      | Guangzhou Metro Investment Finance BVI Ltd.                                                                                   | CUSIP: N/A<br>LEI: 30030026WRIFBEGCB472       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $181758.09    | 0.00%             | 2030-09-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1126000 | PA      | $997846.65    | 0.00%             | 2056-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    449000 | PA      | $447368.16    | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    570000 | PA      | $585437.42    | 0.00%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                       | Alpha Star Holding IX Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $818850.44    | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124943 | PA      | $121500.40    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VII LLC                                                    | KKR Group Finance Co. VII LLC                                                                                                 | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $433571.83    | 0.00%             | 2050-02-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $469785.21    | 0.00%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | Cornell University, Series 2025                                                                                               | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    515000 | PA      | $515531.92    | 0.00%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    520000 | PA      | $521660.98    | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $699201.82    | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1200000 | PA      | $1275096.62   | 0.00%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $553833.72    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 132                                                                                           | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    315000 | PA      | $293850.40    | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1216078.27   | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2529000 | PA      | $2540700.29   | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    478000 | PA      | $402152.65    | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                 | Abu Dhabi Crude Oil Pipeline LLC                                                                                              | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $782212.42    | 0.00%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Syensqo Finance America LLC                                                      | Syensqo Finance America LLC                                                                                                   | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    635000 | PA      | $657864.81    | 0.00%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    875000 | PA      | $781861.26    | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    560000 | PA      | $479505.74    | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    762000 | PA      | $687357.15    | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1921333 | PA      | $1935500.29   | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    525000 | PA      | $451837.32    | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |   1500000 | PA      | $1431757.18   | 0.00%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                                   | Methanex Corp.                                                                                                                | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $682085.49    | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    690000 | PA      | $647196.38    | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    940000 | PA      | $954941.54    | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1181418.52   | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    745000 | PA      | $752143.13    | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc., Series JAN                                                                                              | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248588.94    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1368523.87   | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307PWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68852 | PA      | $67744.99     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York & Presbyterian Hospital (The)                                           | New York & Presbyterian Hospital (The), Series 2019                                                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    572000 | PA      | $393799.64    | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $677195.83    | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5451210 | PA      | $4724433.22   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    795000 | PA      | $815434.03    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLP Power Hong Kong Financing Ltd.                                               | CLP Power Hong Kong Financing Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900SBJOP9O3YV1271       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $181939.05    | 0.00%             | 2031-07-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    217000 | PA      | $236926.80    | 0.00%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health                                                                                                                 | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84794.21     | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp.                                                          | Diageo Investment Corp.                                                                                                       | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    480000 | PA      | $575171.80    | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur SA                                                     | Atlantica Transmision Sur SA                                                                                                  | CUSIP: N/A<br>LEI: 549300PQCSQSSZTVDH16       | Long             | DBT              | CORP              | PE        |    354600 | PA      | $381624.39    | 0.00%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   1643000 | PA      | $1610825.66   | 0.00%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                                                                | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999380.36   | 0.01%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    527000 | PA      | $517519.54    | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424736 | PA      | $386401.26    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    398000 | PA      | $447554.45    | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                    | Surgery Center Holdings, Inc.                                                                                                 | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1002925.60   | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    580000 | PA      | $599383.40    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    455000 | PA      | $473149.04    | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    760000 | PA      | $788605.82    | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2324406.95   | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    412000 | PA      | $407590.16    | 0.00%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1428836.40   | 0.00%             | 2027-11-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                               | RWE Finance US LLC                                                                                                            | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1248586.37   | 0.00%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    495000 | PA      | $529332.69    | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    620000 | PA      | $613395.11    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442742 | PA      | $419927.16    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | Emory University, Series 2020                                                                                                 | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    348000 | PA      | $229701.14    | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    425000 | PA      | $418567.77    | 0.00%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AH0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $465034.87    | 0.00%             | 2028-07-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1800000 | PA      | $1780352.50   | 0.01%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gabon Blue Bond Master Trust                                                     | Gabon Blue Bond Master Trust                                                                                                  | CUSIP: 362419AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504893.90    | 0.00%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                              | Province of Alberta                                                                                                           | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   3195000 | PA      | $3167160.20   | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6216 | PA      | $6099.94      | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    633000 | PA      | $527751.79    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland II DAC                                                    | Zurich Finance Ireland II DAC                                                                                                 | CUSIP: N/A<br>LEI: 213800KA6D8H8QF8PN62       | Long             | DBT              | CORP              | IE        |    500000 | PA      | $503129.93    | 0.00%             | 2055-04-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    885000 | PA      | $964161.14    | 0.00%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1598000 | PA      | $1595037.15   | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    485000 | PA      | $495116.49    | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433438.81    | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    610000 | PA      | $673254.37    | 0.00%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $986271.05    | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    695000 | PA      | $710826.97    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    965000 | PA      | $865030.57    | 0.00%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1195000 | PA      | $1219215.76   | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    850000 | PA      | $852038.17    | 0.00%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    880000 | PA      | $620672.26    | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: —       |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    342000 | PA      | $305762.11    | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MAD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74030 | PA      | $72497.27     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252036.47    | 0.00%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital plc                                                      | GlaxoSmithKline Capital plc                                                                                                   | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $377459.16    | 0.00%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority (The)                                   | Charlotte-Mecklenburg Hospital Authority (The), Series 2021A                                                                  | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |    435000 | PA      | $296730.22    | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BKV Upstream Midstream LLC                                                       | BKV Upstream Midstream LLC                                                                                                    | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207611.14    | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    443000 | PA      | $430636.14    | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    440000 | PA      | $418409.73    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310394.99    | 0.00%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                        | Bank of Ireland Group plc                                                                                                     | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    640000 | PA      | $665175.90    | 0.00%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    160000 | PA      | $151144.13    | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    988000 | PA      | $788780.92    | 0.00%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3814 | PA      | $3693.66      | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $331701.18    | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | Landeskreditbank Baden-Wuerttemberg Foerderbank                                                                               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | NUSS              | DE        |    120000 | PA      | $121563.22    | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    435000 | PA      | $356766.39    | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    770000 | PA      | $779272.05    | 0.00%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                      | Avnet, Inc.                                                                                                                   | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335918.89    | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    238000 | PA      | $237286.33    | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77294.72     | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $955632.39    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1243818.62   | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $3097914.95   | 0.01%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1634982.55   | 0.00%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $335289.12    | 0.00%             | 2051-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    600000 | PA      | $641213.21    | 0.00%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    665000 | PA      | $669339.17    | 0.00%             | 2027-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $940889.17    | 0.00%             | 2030-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                   | Jefferson Capital Holdings LLC                                                                                                | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $279333.92    | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    670000 | PA      | $672155.94    | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361150.50    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $583841.08    | 0.00%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Nakilat, Inc.                                                                    | Nakilat, Inc.                                                                                                                 | CUSIP: 62983PAA3<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |    703321 | PA      | $742382.12    | 0.00%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $663103.31    | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1765000 | PA      | $1717193.49   | 0.00%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439720.54    | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $500282.37    | 0.00%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $195997.40    | 0.00%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1237853.94   | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132KFWH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98452 | PA      | $95393.14     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XL Group Ltd.                                                                    | XL Group Ltd.                                                                                                                 | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |    378000 | PA      | $354491.61    | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11143369 | PA      | $10341904.98  | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    445000 | PA      | $459487.16    | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $2368835.09   | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    762000 | PA      | $616308.15    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co.                                                            | Mississippi Power Co.                                                                                                         | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620185.92    | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PartnerRe Finance B LLC                                                                                                       | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    919000 | PA      | $898871.25    | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                                      | Fluor Corp.                                                                                                                   | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    584000 | PA      | $579638.23    | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $876892.15    | 0.00%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    455000 | PA      | $467604.55    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $593271.16    | 0.00%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    655000 | PA      | $671446.44    | 0.00%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1270000 | PA      | $1330626.61   | 0.00%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    670000 | PA      | $658666.56    | 0.00%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1185612.56   | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 122                                                                                           | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    805000 | PA      | $795479.78    | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2117025 | PA      | $2111592.91   | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp.                                                                                             | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    453000 | PA      | $324429.62    | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                                  | Antofagasta plc                                                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $856069.53    | 0.00%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $283797.96    | 0.00%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 708696BZ1<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    413000 | PA      | $405073.83    | 0.00%             | 2029-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                                                  | Alleghany Corp.                                                                                                               | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    655000 | PA      | $443240.37    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    530000 | PA      | $548126.11    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2602446.05   | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482999.67    | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    165000 | PA      | $165368.36    | 0.00%             | 2027-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1489719.90   | 0.00%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    340000 | PA      | $408596.77    | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |   1200000 | PA      | $1124261.02   | 0.00%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Doctors Co. An Interinsurance Exchange (The)                                     | Doctors Co. An Interinsurance Exchange (The)                                                                                  | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359833.57    | 0.00%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    685000 | PA      | $635066.78    | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    550000 | PA      | $482416.40    | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC, Series YYY                                                                                           | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    606000 | PA      | $417662.32    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |    600000 | PA      | $578443.32    | 0.00%             | 2030-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                          | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    485000 | PA      | $483308.68    | 0.00%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2515000 | PA      | $2758003.17   | 0.01%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    454000 | PA      | $420238.92    | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45250000 | PA      | $46179746.09  | 0.13%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12354154 | PA      | $11078828.59  | 0.03%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAY2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |   1669000 | PA      | $1740304.43   | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    625000 | PA      | $701695.68    | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5469756 | PA      | $5579697.69   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    695000 | PA      | $712622.71    | 0.00%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    705000 | PA      | $721385.38    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc., Series P                                                                                            | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394791.14    | 0.00%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1412883.12   | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 132355000 | PA      | $132644526.56 | 0.38%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1082019.88   | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Khazanah Capital Ltd.                                                            | Khazanah Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800O6O4S6ZMOA9R34       | Long             | DBT              | CORP              | MY        |    400000 | PA      | $401488.83    | 0.00%             | 2034-09-05      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1400000 | PA      | $1409290.58   | 0.00%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| JELD-WEN, Inc.                                                                   | JELD-WEN, Inc.                                                                                                                | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    375000 | PA      | $237087.63    | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SNB Funding Ltd.                                                                 | SNB Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300PT73WJRNMAKE44       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $592641.75    | 0.00%             | 2027-01-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1736506.94   | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260640.22    | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare, Inc.                                                       | Northwell Healthcare, Inc.                                                                                                    | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    820000 | PA      | $673291.01    | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    580000 | PA      | $556524.55    | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1793896.75   | 0.01%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust, Series 2025-C, Class A3                                                                    | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $703073.90    | 0.00%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: 88323AAE2<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $142125.25    | 0.00%             | 2049-10-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | Midcontinent Communications                                                                                                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    695000 | PA      | $668977.31    | 0.00%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    695000 | PA      | $694187.29    | 0.00%             | 2028-06-21      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    610000 | PA      | $621608.08    | 0.00%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | Chicago Transit Authority Sales Tax Receipts Fund, Series 2010-B                                                              | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    386473 | PA      | $409279.27    | 0.00%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sunny Express Enterprises Corp.                                                  | Sunny Express Enterprises Corp.                                                                                               | CUSIP: N/A<br>LEI: 254900RHBSC69QS5NZ68       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $577642.94    | 0.00%             | 2030-04-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XXNN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51135 | PA      | $52067.01     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1494795.96   | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J96V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112845 | PA      | $109396.13    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    711000 | PA      | $551220.63    | 0.00%             | 2043-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | Sixth Street Lending Partners                                                                                                 | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92095.16     | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1153983.76   | 0.00%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $375958.66    | 0.00%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321335.96    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |   1600000 | PA      | $1623348.59   | 0.00%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1696340.96   | 0.00%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2200000 | PA      | $2042549.14   | 0.01%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1220725.10   | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    561000 | PA      | $556308.25    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    625000 | PA      | $614078.62    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    806000 | PA      | $805597.78    | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    285000 | PA      | $297119.92    | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346418.13    | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    580000 | PA      | $560495.64    | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2965000 | PA      | $3054176.36   | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart LLC                                                                                                                  | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1804831.21   | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    585000 | PA      | $664815.58    | 0.00%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    566000 | PA      | $535502.29    | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2735623.30   | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                       | AGCO Corp.                                                                                                                    | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    645000 | PA      | $672958.94    | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class A3                                                                              | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597110 | PA      | $623961.71    | 0.00%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1469354.29   | 0.00%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $397116.20    | 0.00%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C24, Class B                                                                                | CUSIP: 07336VAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $591216.71    | 0.00%             | 2057-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                          | NESCO Holdings II, Inc.                                                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $995528.66    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMUC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81034 | PA      | $79663.21     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |    955000 | PA      | $928572.15    | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    865000 | PA      | $889916.03    | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    600000 | PA      | $603380.58    | 0.00%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                           | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $721208.35    | 0.00%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WBQ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104757 | PA      | $104470.41    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                                 | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1363408.69   | 0.00%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1277000 | PA      | $1198534.10   | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2085000 | PA      | $2137529.34   | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Sovereign Sukuk Bhd.                                                    | Malaysia Sovereign Sukuk Bhd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    400000 | PA      | $356291.85    | 0.00%             | 2045-04-22      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    775000 | PA      | $775338.67    | 0.00%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    470000 | PA      | $378392.38    | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    640000 | PA      | $631599.29    | 0.00%             | 2029-03-04      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1421319.17   | 0.00%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Scotiabank Peru SAA                                                              | Scotiabank Peru SAA                                                                                                           | CUSIP: N/A<br>LEI: 5493001E54CPRG5J5Q41       | Long             | DBT              | CORP              | PE        |    400000 | PA      | $414329.69    | 0.00%             | 2035-10-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings LLC                                                    | Summit Midstream Holdings LLC                                                                                                 | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $856440.83    | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6535 | PA      | $6132.38      | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | Baiterek National Managing Holding JSC                                                                                        | CUSIP: N/A<br>LEI: 984500B4F78F04253804       | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $398575.87    | 0.00%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1208380.31   | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWE33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6407049 | PA      | $5693973.63   | 0.02%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36178D2T7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6137 | PA      | $5676.60      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    781000 | PA      | $781434.87    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K094, Class A2                      | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1453829.08   | 0.00%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                  | EMD Finance LLC                                                                                                               | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1071055.13   | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                             | RLJ Lodging Trust LP                                                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    505000 | PA      | $479601.04    | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                         | Open Text Holdings, Inc.                                                                                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $808203.79    | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    775000 | PA      | $777318.76    | 0.00%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    725000 | PA      | $691511.30    | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1900000 | PA      | $1854791.78   | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois, Series 2003                                                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   6635735 | PA      | $6783759.49   | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424979.22    | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293648.22    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    660000 | PA      | $697214.15    | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    753000 | PA      | $686587.70    | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| West Technology Group LLC                                                        | West Technology Group LLC                                                                                                     | CUSIP: 956187AA6<br>LEI: 5493005Z5DB0O5S30R71 | Long             | DBT              | CORP              | US        |    448000 | PA      | $60913.01     | 0.00%             | 2027-04-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1030000 | PA      | $1051448.08   | 0.00%             | 2028-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43400000 | PA      | $41085898.44  | 0.12%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2024                                                                                              | CUSIP: 13063EBP0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1051874.24   | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    815000 | PA      | $769825.97    | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                                               | Toucan FinCo. Ltd.                                                                                                            | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |    840000 | PA      | $810645.82    | 0.00%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $339551.57    | 0.00%             | 2122-10-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BA Credit Card Trust, Series 2024-A1, Class A                                                                                 | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   3640000 | PA      | $3695580.70   | 0.01%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                           | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $642781.99    | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1641589.50   | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2516486.56   | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408303.13    | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $399538.62    | 0.00%             | 2028-07-02      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189380.44    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1715799.67   | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Borr IHC Ltd.                                                                    | Borr IHC Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 254900WQF2MM46DNLY83       | Long             | DBT              | CORP              | US        |   1195122 | PA      | $1225428.01   | 0.00%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476956.20    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123BB5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    912000 | PA      | $953566.61    | 0.00%             | 2038-03-05      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0JN0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1218725.29   | 0.00%             | 2047-07-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    695000 | PA      | $700279.30    | 0.00%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    860000 | PA      | $850125.17    | 0.00%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B29, Class A5                                                                           | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6660000 | PA      | $5932522.30   | 0.02%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2991241.92   | 0.01%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   2107657 | PA      | $1021369.52   | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    810000 | PA      | $830850.84    | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    585000 | PA      | $588000.14    | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1123911.03   | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1000647.15   | 0.00%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $508997.23    | 0.00%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550163.20    | 0.00%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2050000 | PA      | $2135945.51   | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    702000 | PA      | $617501.77    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3984000 | PA      | $3259401.86   | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1390267 | PA      | $1264787.92   | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                                                                         | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    805000 | PA      | $633065.60    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5275095.60   | 0.02%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    747000 | PA      | $436725.23    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    867000 | PA      | $905055.68    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2658239 | PA      | $2510242.59   | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                               | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385509.27    | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    344000 | PA      | $256286.71    | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    840000 | PA      | $835892.04    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1084423.87   | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1124577.69   | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C37, Class A3                                                                              | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1431104.12   | 0.00%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $930473.04    | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    730000 | PA      | $753258.57    | 0.00%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    435000 | PA      | $398191.52    | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1059920.39   | 0.00%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    683000 | PA      | $596180.81    | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1414000 | PA      | $1413914.15   | 0.00%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $603312.04    | 0.00%             | 2028-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $611761.35    | 0.00%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1085456.97   | 0.00%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427RNZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $20649234.80  | 0.06%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    860000 | PA      | $876947.10    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1201498.17   | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NHU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4662346 | PA      | $4806076.80   | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                       | LABL, Inc.                                                                                                                    | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    695000 | PA      | $30212.18     | 0.00%             | 2027-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                                 | Trustees of the University of Pennsylvania (The)                                                                              | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24435.99     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Genting New York LLC                                                             | Genting New York LLC                                                                                                          | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $722700.41    | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70599000 | PA      | $70783770.82  | 0.20%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1014051.18   | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    905000 | PA      | $918985.07    | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CX1<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336457.62    | 0.00%             | 2035-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $408213.78    | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| La Mondiale SAM                                                                  | La Mondiale SAM                                                                                                               | CUSIP: N/A<br>LEI: 969500L0T16HX3R78P61       | Long             | DBT              | CORP              | FR        |    576000 | PA      | $582107.39    | 0.00%             | 2047-01-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                 | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446394 | PA      | $438117.87    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    510000 | PA      | $521078.63    | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    700000 | PA      | $745589.16    | 0.00%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65330 | PA      | $64056.64     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    545000 | PA      | $564659.97    | 0.00%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2600000 | PA      | $2947786.78   | 0.01%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3829916 | PA      | $3677830.31   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metinvest BV                                                                     | Metinvest BV                                                                                                                  | CUSIP: N/A<br>LEI: 635400TMCKVEU87EJ582       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $475325.51    | 0.00%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $777616.81    | 0.00%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15051369 | PA      | $14451352.63  | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BP6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1053687.86   | 0.00%             | 2028-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1142856.50   | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K539, Class A2  | CUSIP: 3137HKXJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2537371.63   | 0.01%             | 2030-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $194613.69    | 0.00%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                                                                          | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240049.83    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNSZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14968706 | PA      | $13375266.37  | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $860140.23    | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $410870.89    | 0.00%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1059555.08   | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268368.10    | 0.00%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heritage Petroleum Co. Ltd.                                                      | Heritage Petroleum Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 25490055MYPABN06OA04       | Long             | DBT              | CORP              | TT        |    400000 | PA      | $411000.00    | 0.00%             | 2029-08-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GT5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79912 | PA      | $77629.47     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port of Newcastle Investments Financing Pty. Ltd.                                | Port of Newcastle Investments Financing Pty. Ltd.                                                                             | CUSIP: 734865AA6<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $311176.36    | 0.00%             | 2031-11-24      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    513000 | PA      | $417575.55    | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    648000 | PA      | $558383.97    | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    405000 | PA      | $432335.96    | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1181959.03   | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MZ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3956880 | PA      | $3686212.39   | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48502000 | PA      | $48994598.44  | 0.14%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Guangzhou Development District Investment Group Co. Ltd.                         | Guangzhou Development District Investment Group Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 300300HG02BNSLFE9S49       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $401054.03    | 0.00%             | 2028-07-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    647000 | PA      | $598676.60    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $701411.61    | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    605000 | PA      | $603446.54    | 0.00%             | 2037-01-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                             | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    695000 | PA      | $720203.56    | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    380000 | PA      | $356893.59    | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $769575.72    | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    985000 | PA      | $925841.84    | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                          | Adventist Health System, Series 2025                                                                                          | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280171.08    | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    570000 | PA      | $610802.09    | 0.00%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BJ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1130000 | PA      | $930344.12    | 0.00%             | 2048-01-10      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc., Series A                                                                                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    475000 | PA      | $424803.68    | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2827097.71   | 0.01%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                                  | Ardagh Group SA                                                                                                               | CUSIP: 985923101<br>LEI: 6354006L1NWUUOPYX274 | Long             | EC               | CORP              | LU        |     31702 | NS      | $277137.50    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    905000 | PA      | $810648.25    | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1091612.30   | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021B                                                                       | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $72542.22     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1227886.65   | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14946 | PA      | $14474.86     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1200000 | PA      | $741671.50    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1800000 | PA      | $1975892.26   | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1037140 | PA      | $1036992.10   | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    670000 | PA      | $666281.70    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1161860.16   | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8384238 | PA      | $8579344.55   | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    490000 | PA      | $467470.97    | 0.00%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $498155.55    | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                     | Glencore Finance Canada Ltd.                                                                                                  | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    428000 | PA      | $443248.68    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    315000 | PA      | $387818.09    | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $994918.22    | 0.00%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538486 | PA      | $497818.74    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1031951.64   | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    622000 | PA      | $641261.69    | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $734111.23    | 0.00%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236452.98    | 0.00%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    542000 | PA      | $543607.45    | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1098305.17   | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    890000 | PA      | $888965.14    | 0.00%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                            | Viavi Solutions, Inc.                                                                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    425000 | PA      | $405284.45    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                                                  | UPM-Kymmene OYJ                                                                                                               | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |    215000 | PA      | $227159.79    | 0.00%             | 2027-11-26      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1136701.59   | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $477765.74    | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2504484.27   | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    955000 | PA      | $977877.16    | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    860000 | PA      | $849825.31    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                     | Flex Intermediate Holdco LLC                                                                                                  | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422779.02    | 0.00%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | University of Pittsburgh-of the Commonwealth System of Higher Education, Series 2019A                                         | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    200000 | PA      | $124127.56    | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    578000 | PA      | $411356.66    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    695000 | PA      | $684060.83    | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $664477.17    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DPL LLC                                                                          | DPL LLC                                                                                                                       | CUSIP: 233293AQ2<br>LEI: 549300DCB0ZJQBPCO827 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479651.05    | 0.00%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $704284.32    | 0.00%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    515000 | PA      | $511903.35    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    420000 | PA      | $374950.07    | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337605.82    | 0.00%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1582825.79   | 0.00%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E26C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16944 | PA      | $16449.52     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36184Q2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162866 | PA      | $151336.54    | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                  | Advanced Drainage Systems, Inc.                                                                                               | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369544.26    | 0.00%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    435000 | PA      | $438333.11    | 0.00%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410LQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197912 | PA      | $179835.51    | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146870 | PA      | $149520.40    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                      | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3255000 | PA      | $3287592.84   | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.                                         | Eastern Gas Transmission & Storage, Inc.                                                                                      | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    565000 | PA      | $487390.86    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217832.67    | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $609714.84    | 0.00%             | 2027-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| JD.com, Inc.                                                                     | JD.com, Inc.                                                                                                                  | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    713000 | PA      | $692816.93    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196198 | PA      | $194711.95    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891AEE3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450326.21    | 0.00%             | 2031-01-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $623994.98    | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                      | QXO Building Products, Inc.                                                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1578022.96   | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    439000 | PA      | $435842.63    | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    480000 | PA      | $481502.27    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                                                        | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $35142.45     | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    871000 | PA      | $876202.83    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A9NL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4789656 | PA      | $3970072.33   | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                                                                     | CUSIP: 91127KAK8<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $809284.92    | 0.00%             | 2028-04-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1504062.23   | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $978077.33    | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 20A                                                                                    | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    690000 | PA      | $422398.15    | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1681396.36   | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1700675.94   | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                   | Sitios Latinoamerica SAB de CV                                                                                                | CUSIP: N/A<br>LEI: 984500D2C0CDC0BFDD35       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $621555.49    | 0.00%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd.                                                                 | CBQ Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800FNEMX56U9OHK56       | Long             | DBT              | CORP              | BM        |    800000 | PA      | $822870.49    | 0.00%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                        | Molson Coors Beverage Co.                                                                                                     | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1162280.46   | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1815000 | PA      | $1858955.87   | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    605000 | PA      | $618636.84    | 0.00%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | Bank of New Zealand                                                                                                           | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    530000 | PA      | $522092.69    | 0.00%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1985991.11   | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-173, Class A2 | CUSIP: 3137HNN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3020994.50   | 0.01%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    860000 | PA      | $589289.34    | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54263000 | PA      | $52312923.44  | 0.15%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1309514.06   | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    392000 | PA      | $403839.44    | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1066617.36   | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1658650 | PA      | $1711156.52   | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3098211 | PA      | $3246195.95   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3600000 | PA      | $3688913.24   | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    998000 | PA      | $633246.26    | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                       | Snap, Inc.                                                                                                                    | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    840000 | PA      | $861803.43    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1602528.80   | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1260855.17   | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                                                                       | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $179967.53    | 0.00%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    715000 | PA      | $787590.00    | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1543063.79   | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1574136.64   | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBM3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    805000 | PA      | $812377.59    | 0.00%             | 2027-06-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1024262.73   | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    370000 | PA      | $274571.18    | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Axiata SPV2 Bhd.                                                                 | Axiata SPV2 Bhd.                                                                                                              | CUSIP: N/A<br>LEI: 254900P49KQFQ10AF282       | Long             | DBT              | CORP              | MY        |    400000 | PA      | $362285.27    | 0.00%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $651156.81    | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                                                                      | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    425000 | PA      | $483175.99    | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                           | Juniper Networks, Inc.                                                                                                        | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    479000 | PA      | $480870.42    | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7974686 | PA      | $7367447.07   | 0.02%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294873.46    | 0.00%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2023-1, Class A                                                                    | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1197476 | PA      | $1252176.25   | 0.00%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                              | EUSHI Finance, Inc.                                                                                                           | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $604898.91    | 0.00%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    720000 | PA      | $704612.66    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AE                                                                            | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    578000 | PA      | $523949.64    | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $2524461.40   | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1600000 | PA      | $1417363.65   | 0.00%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15881634 | PA      | $13229271.94  | 0.04%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54207000 | PA      | $54592377.89  | 0.16%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $626519.64    | 0.00%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1204247.97   | 0.00%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series FF                                                                                       | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1367583.37   | 0.00%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                               | Arches Buyer, Inc.                                                                                                            | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    535000 | PA      | $523513.02    | 0.00%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                              | Sunrise FinCo. I BV                                                                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   1210000 | PA      | $1159722.89   | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co.                                                                  | Ohio Edison Co.                                                                                                               | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $255496.41    | 0.00%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | Block Financial LLC                                                                                                           | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $746560.68    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1747334.49   | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1961816.36   | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    655000 | PA      | $649600.74    | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                                                     | Acushnet Co.                                                                                                                  | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313918.91    | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $898665.16    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $197786.55    | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    380000 | PA      | $365971.17    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2110000 | PA      | $2141823.44   | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                                                        | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    733000 | PA      | $674516.81    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                                            | Leggett & Platt, Inc.                                                                                                         | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    700000 | PA      | $455547.98    | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    805000 | PA      | $706264.60    | 0.00%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2400000 | PA      | $2420829.23   | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1200000 | PA      | $1225913.67   | 0.00%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5889 | PA      | $5712.58      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |   1800000 | PA      | $1706608.36   | 0.00%             | 2028-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    753444 | PA      | $688965.14    | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                               | Vertiv Group Corp.                                                                                                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    867000 | PA      | $853553.62    | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPHL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1826953 | PA      | $1860928.91   | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                  | Oceaneering International, Inc.                                                                                               | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340561.12    | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    705000 | PA      | $624952.47    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C12, Class A5                                                                               | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $899165.52    | 0.00%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 104072000 | PA      | $92575296.25  | 0.26%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                            | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |   1000000 | PA      | $996081.86    | 0.00%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $643298.09    | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486452.26    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1561614.60   | 0.00%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    930000 | PA      | $889255.87    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203808 | PA      | $208306.91    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                               | Levi Strauss & Co.                                                                                                            | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    540000 | PA      | $504931.63    | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                                                                      | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    305000 | PA      | $318198.14    | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    835000 | PA      | $845192.60    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $533439.87    | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1196828.84   | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $800172.48    | 0.00%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                                               | SBL Holdings, Inc.                                                                                                            | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179911.95    | 0.00%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                         | Blue Racer Midstream LLC                                                                                                      | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $556269.49    | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    600000 | PA      | $602417.10    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    564000 | PA      | $510470.85    | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    635000 | PA      | $616397.25    | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    390000 | PA      | $356952.76    | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    915000 | PA      | $931747.40    | 0.00%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143784.82    | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                         | NGL Energy Operating LLC                                                                                                      | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1344624.81   | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $587808.09    | 0.00%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    740000 | PA      | $753976.71    | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                      | Grupo Energia Bogota SA ESP                                                                                                   | CUSIP: N/A<br>LEI: 529900LG618OWYVHI655       | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $684421.36    | 0.00%             | 2033-11-09      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267234.24    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $551629.61    | 0.00%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    813000 | PA      | $802527.05    | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2021F3                                                                                        | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    565000 | PA      | $372568.21    | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    350000 | PA      | $371305.63    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAH0<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    435000 | PA      | $372333.95    | 0.00%             | 2045-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series 2025                                                                                                 | CUSIP: 04351LAD2<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565363.22    | 0.00%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    385000 | PA      | $364754.44    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    695000 | PA      | $714348.56    | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1775000 | PA      | $1752731.18   | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    404000 | PA      | $406597.65    | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    510000 | PA      | $523970.48    | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39335000 | PA      | $36941096.48  | 0.11%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2978000 | PA      | $2660474.23   | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Hanwha Futureproof Corp.                                                         | Hanwha Futureproof Corp.                                                                                                      | CUSIP: N/A<br>LEI: 9884007L4WD2KH9RM154       | Long             | DBT              | CORP              | US        |    400000 | PA      | $406326.78    | 0.00%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    590000 | PA      | $402508.42    | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2403586.30   | 0.01%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $915386.54    | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    721000 | PA      | $715791.45    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617BKN98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    626957 | PA      | $565904.65    | 0.00%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2137440.54   | 0.01%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins Health System Corp. (The)                                          | Johns Hopkins Health System Corp. (The)                                                                                       | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    376000 | PA      | $299365.52    | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1765000 | PA      | $1815153.72   | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    520000 | PA      | $482883.25    | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1296827.66   | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                      | State Board of Administration Finance Corp., Series 2020A                                                                     | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    750000 | PA      | $727647.34    | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   1600000 | PA      | $1652311.71   | 0.00%             | 2034-07-02      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    690000 | PA      | $749620.10    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    565000 | PA      | $547635.56    | 0.00%             | 2030-05-22      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp.                                               | Stewart Information Services Corp.                                                                                            | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    535000 | PA      | $483033.09    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    890000 | PA      | $893535.75    | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499724.47    | 0.00%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $992541.99    | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    840000 | PA      | $859572.12    | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $297639.20    | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series C                                                                                                    | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    423000 | PA      | $392334.38    | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    512000 | PA      | $514956.89    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                            | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    520000 | PA      | $543407.25    | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| China Cinda Finance 2017 I Ltd.                                                  | China Cinda Finance 2017 I Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300FRGSV52FLG5T09       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $601305.32    | 0.00%             | 2027-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1715000 | PA      | $1632342.41   | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                                        | Provincia de Buenos Aires                                                                                                     | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |   5648160 | PA      | $4563626.05   | 0.01%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                                                             | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1201586.40   | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust IV                                                    | Five Corners Funding Trust IV                                                                                                 | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $737194.27    | 0.00%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1611817.08   | 0.00%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nan Fung Treasury Ltd.                                                           | Nan Fung Treasury Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900S3BMA32ATT9Q05       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $401299.18    | 0.00%             | 2028-09-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPU98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6441142 | PA      | $6271910.20   | 0.02%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9971875.00   | 0.03%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1002807.05   | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $813997.69    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4583069 | PA      | $4649316.60   | 0.01%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1828643.22   | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    800000 | PA      | $921587.70    | 0.00%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co., Series L                                                                                          | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    519000 | PA      | $395275.07    | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                                        | Cboe Global Markets, Inc.                                                                                                     | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    947000 | PA      | $837949.14    | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    570000 | PA      | $560089.66    | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                              | Japan Tobacco, Inc.                                                                                                           | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $271216.19    | 0.00%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1054916.58   | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2400000 | PA      | $2483295.49   | 0.01%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $394997.56    | 0.00%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4361 | PA      | $4439.01      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1346000.00   | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    255000 | PA      | $235683.31    | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                                   | HDFC Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $403388.10    | 0.00%             | 2027-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    945000 | PA      | $971012.59    | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1300929.87   | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $412602.45    | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3182000 | PA      | $3165744.55   | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    345000 | PA      | $217143.97    | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    515000 | PA      | $456578.47    | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2105942.79   | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    812000 | PA      | $807535.17    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vanke Real Estate Hong Kong Co. Ltd.                                             | Vanke Real Estate Hong Kong Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 25490078APAXS5NZGF08       | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $331290.64    | 0.00%             | 2027-11-09      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42287000 | PA      | $42187889.84  | 0.12%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    510000 | PA      | $460826.85    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                      | Pinnacle West Capital Corp.                                                                                                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    595000 | PA      | $605974.97    | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18500000 | PA      | $18271640.63  | 0.05%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Korea Land & Housing Corp.                                                       | Korea Land & Housing Corp.                                                                                                    | CUSIP: N/A<br>LEI: 9884009ZN0XE8VIPAC02       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $401303.07    | 0.00%             | 2027-05-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   1030000 | PA      | $741610.05    | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1563451.27   | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                                                            | BellRing Brands, Inc.                                                                                                         | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    840000 | PA      | $863236.03    | 0.00%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    487000 | PA      | $444347.49    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    765000 | PA      | $784363.57    | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723921.29    | 0.00%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    849000 | PA      | $802112.72    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1220000 | PA      | $1091209.16   | 0.00%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi A/S                                                      | Turkiye Garanti Bankasi A/S                                                                                                   | CUSIP: N/A<br>LEI: 5493002XSS7K7RHN1V37       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $412820.21    | 0.00%             | 2036-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    695000 | PA      | $713088.38    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp.                                                        | Precision Castparts Corp.                                                                                                     | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $652210.26    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   1200000 | PA      | $1258581.00   | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Power Co.                                                               | Kentucky Power Co.                                                                                                            | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |    370000 | PA      | $402912.72    | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2249000 | PA      | $2121366.46   | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                                                                 | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1524248.40   | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97696 | PA      | $91363.91     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1368292.22   | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC                                                                                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    760000 | PA      | $702632.07    | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  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        |    880000 | PA      | $939645.80    | 0.00%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20994 | PA      | $20615.64     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    805000 | PA      | $805651.06    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30477 | PA      | $27869.42     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3073169 | PA      | $3164806.65   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                    | CQP Holdco LP                                                                                                                 | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1476687.49   | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5MS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167493 | PA      | $162708.32    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    870000 | PA      | $856618.61    | 0.00%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2696000 | PA      | $2679476.62   | 0.01%             | 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        |    440000 | PA      | $433192.56    | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  61800000 | PA      | $62659669.52  | 0.18%             | 2056-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   1000000 | PA      | $989753.22    | 0.00%             | 2027-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2144150.45   | 0.01%             | 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        |    775000 | PA      | $762323.83    | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $379576.00    | 0.00%             | 2030-01-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    433000 | PA      | $345626.53    | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    354000 | PA      | $321405.72    | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $134580.05    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1400000 | PA      | $1411971.07   | 0.00%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $382223.03    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   1126000 | PA      | $821867.06    | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    355000 | PA      | $315893.72    | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   4315000 | PA      | $4415814.03   | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    755000 | PA      | $738628.00    | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    520000 | PA      | $519989.16    | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $408953.26    | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                                              | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    535000 | PA      | $542526.51    | 0.00%             | 2027-03-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205134.03    | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    656584 | PA      | $687422.33    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $559695.53    | 0.00%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     75000 | PA      | $76472.53     | 0.00%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541224.04    | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1105000 | PA      | $922237.47    | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    705000 | PA      | $708291.22    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $411183.41    | 0.00%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1230528.83   | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | Emory University, Series 2020                                                                                                 | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36588.19     | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXA28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10280446 | PA      | $10009590.15  | 0.03%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University, Series 2020                                                                                          | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    253000 | PA      | $157954.79    | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    445000 | PA      | $420015.13    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VCB3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    425000 | PA      | $429401.85    | 0.00%             | 2035-03-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1070000 | PA      | $1113959.68   | 0.00%             | 2034-02-22      | Variable      | 5.44%                 | 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        |    680000 | PA      | $718345.11    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3400000 | PA      | $3254944.54   | 0.01%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    515000 | PA      | $463271.08    | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                                 | OGE Energy Corp.                                                                                                              | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    510000 | PA      | $528155.11    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11601566 | PA      | $11671169.23  | 0.03%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    600000 | PA      | $531839.02    | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1033812.92   | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    690000 | PA      | $745056.72    | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | William Marsh Rice University                                                                                                 | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    295000 | PA      | $224448.29    | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1772880.34   | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39244690 | PA      | $33524375.06  | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Mtn Financing HK Ltd.                                              | Swire Pacific Mtn Financing HK Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300UKPSWGA4VYA949       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $406951.66    | 0.00%             | 2032-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    670000 | PA      | $594974.68    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1389572.17   | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771785.60    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    780000 | PA      | $748052.01    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    820000 | PA      | $811078.26    | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1123218.85   | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    540000 | PA      | $370559.90    | 0.00%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    595000 | PA      | $615294.94    | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1217672.72   | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hanwha Energy USA Holdings Corp.                                                 | Hanwha Energy USA Holdings Corp.                                                                                              | CUSIP: N/A<br>LEI: 549300VVIE7XDIYNIT55       | Long             | DBT              | CORP              | US        |    400000 | PA      | $403046.51    | 0.00%             | 2028-07-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co.                                                            | Colonial Pipeline Co.                                                                                                         | CUSIP: 195869AQ5<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |    645000 | PA      | $497387.50    | 0.00%             | 2048-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $884655.09    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    858000 | PA      | $874873.72    | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1615000 | PA      | $1678952.04   | 0.00%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUNW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7048257 | PA      | $6929311.67   | 0.02%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    755000 | PA      | $753434.97    | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBE8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    690000 | PA      | $700686.21    | 0.00%             | 2027-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    372000 | PA      | $243828.12    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    670000 | PA      | $579435.38    | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                              | Nationwide Financial Services, Inc.                                                                                           | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340653.01    | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                           | Stifel Financial Corp.                                                                                                        | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411734.82    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47790000 | PA      | $22804790.63  | 0.06%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |   2627000 | PA      | $2661664.90   | 0.01%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                                   | Teleflex, Inc.                                                                                                                | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    505000 | PA      | $502401.86    | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $997947.26    | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Uretim A/S                                                 | Zorlu Enerji Elektrik Uretim A/S                                                                                              | CUSIP: N/A<br>LEI: 7890005B5CSNL39OYO75       | Long             | DBT              | CORP              | TR        |   1000000 | PA      | $931413.88    | 0.00%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2066678.46   | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAG9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2400000 | PA      | $2386433.82   | 0.01%             | 2028-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1317348.22   | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $901822.34    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    920000 | PA      | $947585.19    | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2000000 | PA      | $1802294.12   | 0.01%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1190000 | PA      | $1131611.85   | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    755000 | PA      | $844113.99    | 0.00%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   1200000 | PA      | $776603.85    | 0.00%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    845000 | PA      | $854826.00    | 0.00%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                   | Sitios Latinoamerica SAB de CV                                                                                                | CUSIP: N/A<br>LEI: 984500D2C0CDC0BFDD35       | Long             | DBT              | CORP              | MX        |   1045000 | PA      | $1052752.80   | 0.00%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1063964.69   | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    790000 | PA      | $557270.37    | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1884323 | PA      | $1745149.86   | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    780000 | PA      | $806811.18    | 0.00%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: —       |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2393694.95   | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    899000 | PA      | $628707.59    | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    828000 | PA      | $533582.86    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1065539.72   | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zhengzhou Urban Construction Investment Group Co. Ltd.                           | Zhengzhou Urban Construction Investment Group Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 300300KEJJ0EE1MVS913       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $403896.12    | 0.00%             | 2028-06-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $265881.67    | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley, Series I                                                                                                      | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1353500.61   | 0.00%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   1400000 | PA      | $1496345.54   | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    630000 | PA      | $630246.04    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |  10661000 | PA      | $8123065.33   | 0.02%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1188025.78   | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BT3<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488207.20    | 0.00%             | 2055-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    715000 | PA      | $638133.97    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    820000 | PA      | $836032.62    | 0.00%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                              | Ardonagh Finco Ltd.                                                                                                           | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1170000 | PA      | $1209297.77   | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1243984.09   | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                                          | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1512823.10   | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                                                  | Allen Media LLC                                                                                                               | CUSIP: 01771YAA8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | DBT              | CORP              | US        |    560000 | PA      | $233471.71    | 0.00%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K514, Class A2                      | CUSIP: 3137HBLV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1550000 | PA      | $1575488.25   | 0.00%             | 2028-12-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    337402 | PA      | $337402.00    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1419720.51   | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    480000 | PA      | $422945.34    | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    624217 | PA      | $570265.46    | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    345000 | PA      | $369473.56    | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    660000 | PA      | $668159.63    | 0.00%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    445000 | PA      | $442364.69    | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2572000 | PA      | $1906630.26   | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3355566 | PA      | $3449444.29   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257719 | PA      | $252325.23    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XL7G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1466277 | PA      | $1541681.94   | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1285987.99   | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    790000 | PA      | $836469.71    | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   1200000 | PA      | $1081845.14   | 0.00%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1165706.82   | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1915000 | PA      | $1839749.29   | 0.01%             | 2030-08-13      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3819000 | PA      | $3548391.41   | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1448055.43   | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    385000 | PA      | $262523.74    | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    390000 | PA      | $436454.25    | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2J7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    825000 | PA      | $734155.27    | 0.00%             | 2032-01-11      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                                           | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |    600000 | PA      | $634323.44    | 0.00%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1370000 | PA      | $1239108.54   | 0.00%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    455000 | PA      | $412181.84    | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $755142.81    | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Agrosuper SA                                                                     | Agrosuper SA                                                                                                                  | CUSIP: N/A<br>LEI: 5493006KNWOGYPTZZ371       | Long             | DBT              | CORP              | CL        |    450000 | PA      | $431729.87    | 0.00%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $536898.88    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP, Series Feb                                                                                                    | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120873.38    | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178743 | PA      | $173234.41    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    679000 | PA      | $645723.66    | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M3, Class A2                                      | CUSIP: 3136B1LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5633257 | PA      | $5467548.04   | 0.02%             | 2030-02-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125476.17    | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $380021.66    | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                    | Nordson Corp.                                                                                                                 | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458047.64    | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    395000 | PA      | $420564.00    | 0.00%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                  | 3650R Commercial Mortgage Trust, Series 2022-PF2, Class A5                                                                    | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $516329.12    | 0.00%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    449000 | PA      | $392533.24    | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAN6<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $533894.95    | 0.00%             | 2030-10-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    591000 | PA      | $477864.96    | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                                             | Excelerate Energy LP                                                                                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    455000 | PA      | $486715.78    | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81310000 | PA      | $72721631.25  | 0.21%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Motion Bondco DAC                                                                | Motion Bondco DAC                                                                                                             | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    495000 | PA      | $470389.85    | 0.00%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    815000 | PA      | $804844.61    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    450000 | PA      | $484963.49    | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630853.33    | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1003190.57   | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   4100000 | PA      | $3232429.16   | 0.01%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40979 | PA      | $38534.19     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                            | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $393186.35    | 0.00%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1378013.60   | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1112887.30   | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II SARL                                                | Chile Electricity Lux Mpc II SARL                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |   1368507 | PA      | $1406018.38   | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $204024.31    | 0.00%             | 2028-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                       | City of San Antonio Electric & Gas Systems, Series 2010A                                                                      | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205647.43    | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    390000 | PA      | $394018.95    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146484 | PA      | $137454.93    | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    925000 | PA      | $948351.50    | 0.00%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series B                                                                                      | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    558000 | PA      | $552753.74    | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   1000000 | PA      | $905094.26    | 0.00%             | 2032-02-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K154, Class A2                      | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $983077.56    | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392521.45    | 0.00%             | 2032-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                           | GE Capital Funding LLC                                                                                                        | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    880000 | PA      | $887678.74    | 0.00%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $397911.77    | 0.00%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    530000 | PA      | $534956.39    | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    920000 | PA      | $808284.40    | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88540000 | PA      | $86772658.59  | 0.25%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4470000 | PA      | $3963927.09   | 0.01%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | Keybank National Association                                                                                                  | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266633.44    | 0.00%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42817000 | PA      | $43292001.09  | 0.12%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                            | Range Resources Corp.                                                                                                         | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    570000 | PA      | $562224.20    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2023-B38, Class A4                                                                           | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1217000 | PA      | $1271450.52   | 0.00%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1955000 | PA      | $1979945.14   | 0.01%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Syngenta Finance NV                                                              | Syngenta Finance NV                                                                                                           | CUSIP: 87164KAC8<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $697174.98    | 0.00%             | 2028-04-24      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                                            | DBR Land Holdings LLC                                                                                                         | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $496885.83    | 0.00%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    570000 | PA      | $432940.81    | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    750000 | PA      | $799578.93    | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    595000 | PA      | $604009.65    | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SK Battery America, Inc.                                                         | SK Battery America, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 54930012FBFVNU7RWO57       | Long             | DBT              | CORP              | US        |    600000 | PA      | $604191.23    | 0.00%             | 2027-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1400000 | PA      | $1434407.93   | 0.00%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RRD Parent, Inc.                                                                 | RRD Parent, Inc.                                                                                                              | CUSIP: 16208CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432715 | PA      | $754476.07    | 0.00%             | 2031-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    595000 | PA      | $535931.64    | 0.00%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1964000 | PA      | $1838444.94   | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44006000 | PA      | $43706896.72  | 0.12%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECJ2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1010183.52   | 0.00%             | 2029-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    478000 | PA      | $463240.73    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MAET2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3295 | PA      | $3229.82      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143311 | PA      | $138830.57    | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $847174.72    | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1010835.27   | 0.00%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1353852.32   | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1870000 | PA      | $1866897.36   | 0.01%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1088631.86   | 0.00%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    660000 | PA      | $675383.35    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K070, Class A2  | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1652000 | PA      | $1638437.44   | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Ltd.                                                                | Taseko Mines Ltd.                                                                                                             | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    532000 | PA      | $565080.65    | 0.00%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1070525.76   | 0.00%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |    610000 | PA      | $609955.41    | 0.00%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| QVC, Inc.                                                                        | QVC, Inc.                                                                                                                     | CUSIP: 747262AM5<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    300000 | PA      | $113841.45    | 0.00%             | 2043-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218386.07    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    828000 | PA      | $814405.38    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    395000 | PA      | $405114.42    | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    592000 | PA      | $589025.21    | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    540000 | PA      | $555924.30    | 0.00%             | 2029-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1464837.98   | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    760000 | PA      | $755709.90    | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1170000 | PA      | $970487.84    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1207662.17   | 0.00%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181667.70    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    720000 | PA      | $572521.70    | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |   2415000 | PA      | $2430152.11   | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $2509402.75   | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |   1965000 | PA      | $1980068.21   | 0.01%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2022A                                                                                   | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    805000 | PA      | $803610.08    | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                                     | LG Chem Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $390681.16    | 0.00%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    655000 | PA      | $632105.05    | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                     | Jones Deslauriers Insurance Management, Inc.                                                                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $778820.22    | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1882138.90   | 0.01%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MBIA, Inc.                                                                       | MBIA, Inc.                                                                                                                    | CUSIP: 55262CAJ9<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278602.49    | 0.00%             | 2034-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2622079 | PA      | $2154232.23   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    660000 | PA      | $557515.41    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1277849.46   | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                | Rain Carbon, Inc.                                                                                                             | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    490000 | PA      | $521420.02    | 0.00%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| Flowserve Corp.                                                                  | Flowserve Corp.                                                                                                               | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $716495.56    | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ste Transcore Holdings, Inc.                                                     | Ste Transcore Holdings, Inc.                                                                                                  | CUSIP: 85235DAA7<br>LEI: 2549005ISD49W0N6WG55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596093.38    | 0.00%             | 2027-05-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTCP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5002757 | PA      | $5255187.71   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K740, Class A2                      | CUSIP: 3137F72B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575000 | PA      | $554583.06    | 0.00%             | 2027-09-25      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Pluspetrol SA                                                                    | Pluspetrol SA                                                                                                                 | CUSIP: N/A<br>LEI: 254900QSCHBUBX6J6H71       | Long             | DBT              | CORP              | AR        |    400000 | PA      | $404154.49    | 0.00%             | 2031-05-18      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    958000 | PA      | $901935.33    | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 USA LLC                                                       | CNOOC Finance 2015 USA LLC                                                                                                    | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009378.84   | 0.00%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474916.92    | 0.00%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BLL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52715 | PA      | $50313.84     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258867 | PA      | $244454.72    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings, Inc.                                                             | POSCO Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $408967.79    | 0.00%             | 2030-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    515000 | PA      | $507242.07    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    330000 | PA      | $384730.52    | 0.00%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1767403 | PA      | $1799133.02   | 0.01%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1196595.82   | 0.00%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40639 | PA      | $40576.34     | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                      | Grupo Energia Bogota SA ESP                                                                                                   | CUSIP: N/A<br>LEI: 529900LG618OWYVHI655       | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $395060.42    | 0.00%             | 2030-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    515000 | PA      | $493333.60    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                                                                  | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    257000 | PA      | $274475.89    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                                          | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459586.92    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                           | Aeropuerto Internacional de Tocumen SA                                                                                        | CUSIP: N/A<br>LEI: 254900FO1PHX49ZIGB14       | Long             | DBT              | NUSS              | PA        |   1200000 | PA      | $970406.45    | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    643000 | PA      | $581357.72    | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                                                              | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    560000 | PA      | $528746.79    | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2885549.41   | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp.                                                                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    735000 | PA      | $711384.90    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525069.93    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    485000 | PA      | $505707.81    | 0.00%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1098868.72   | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    970000 | PA      | $977602.28    | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                    | Pioneer Natural Resources Co.                                                                                                 | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    694000 | PA      | $630045.37    | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CSSC Capital 2015 Ltd.                                                           | CSSC Capital 2015 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300K934XNVEY4JJ41       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $567680.95    | 0.00%             | 2030-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    822000 | PA      | $808206.73    | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    740000 | PA      | $741969.69    | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co. PJSC Masdar                                          | Abu Dhabi Future Energy Co. PJSC Masdar                                                                                       | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |    600000 | PA      | $609266.09    | 0.00%             | 2029-07-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4081994.56   | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. XII LLC                                                    | KKR Group Finance Co. XII LLC                                                                                                 | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    941000 | PA      | $946290.80    | 0.00%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    915000 | PA      | $910553.81    | 0.00%             | 2027-04-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4604393 | PA      | $4774136.20   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                                            | Progress Energy, Inc.                                                                                                         | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    510000 | PA      | $539017.56    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2913000 | PA      | $2669180.20   | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    318000 | PA      | $373634.12    | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $994312.12    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    924114 | PA      | $778627.47    | 0.00%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                                          | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300445.74    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    624000 | PA      | $619379.52    | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                       | LABL, Inc.                                                                                                                    | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $159250.11    | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    950000 | PA      | $835358.62    | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406558 | PA      | $350776.93    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62410000 | PA      | $60669346.09  | 0.17%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1035895.15   | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $1368178.75   | 0.00%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2517000 | PA      | $2492558.74   | 0.01%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    635000 | PA      | $614663.15    | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    555000 | PA      | $537225.94    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    610000 | PA      | $620687.05    | 0.00%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    465000 | PA      | $476778.35    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON International Finance BV                                                                                                 | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $770359.97    | 0.00%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $303170.78    | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    495000 | PA      | $414381.42    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585590.36    | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2PV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3387632 | PA      | $3478650.11   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163250 | PA      | $158213.76    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1018157.44   | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1739783.30   | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1408816.96   | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1187642.91   | 0.00%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBU2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    895000 | PA      | $903818.63    | 0.00%             | 2029-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1264859.42   | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    760000 | PA      | $719120.38    | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1357878.26   | 0.00%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10603806 | PA      | $8633835.46   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                                | Iliad Holding SAS                                                                                                             | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    890000 | PA      | $899295.75    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                                                                      | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1538970.50   | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8SW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81673 | PA      | $80492.86     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                             | Kallpa Generacion SA                                                                                                          | CUSIP: N/A<br>LEI: 549300NG1PWEI5BZG095       | Long             | DBT              | CORP              | PE        |    535000 | PA      | $557352.13    | 0.00%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK plc                                                      | Brookfield Finance I UK plc                                                                                                   | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $527003.22    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    630000 | PA      | $647814.44    | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | NUSS              | US        |    155000 | PA      | $155535.03    | 0.00%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phinia, Inc.                                                                     | Phinia, Inc.                                                                                                                  | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    560000 | PA      | $583345.63    | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1260464.02   | 0.00%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                     | AdventHealth Obligated Group, Series E                                                                                        | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $75327.85     | 0.00%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                            | Bank Negara Indonesia Persero Tbk. PT                                                                                         | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $410404.05    | 0.00%             | 2029-04-05      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Viking Baked Goods Acquisition Corp.                                             | Viking Baked Goods Acquisition Corp.                                                                                          | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    875000 | PA      | $868632.28    | 0.00%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    745000 | PA      | $614609.09    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1157681.02   | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    835000 | PA      | $747788.69    | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    927000 | PA      | $893736.71    | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                             | Archrock Partners LP                                                                                                          | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    785000 | PA      | $813515.91    | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280227.18    | 0.00%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $499554.20    | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                          | Mitsui Fudosan Co. Ltd.                                                                                                       | CUSIP: 60683MAC3<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $296928.20    | 0.00%             | 2029-01-24      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546745 | PA      | $506930.96    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    367000 | PA      | $391786.30    | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                      | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1208243.37   | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    580000 | PA      | $432876.28    | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    435000 | PA      | $435255.61    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1709659.88   | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |    273000 | PA      | $267051.81    | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    645000 | PA      | $672787.56    | 0.00%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1732780.63   | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $703630.28    | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                            | Banco Santander Chile                                                                                                         | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $400407.39    | 0.00%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1220323.86   | 0.00%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                            | Adnoc Murban Rsc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | CORP              | AE        |   1400000 | PA      | $1298955.92   | 0.00%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KT Corp.                                                                         | KT Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $400486.54    | 0.00%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |    600000 | PA      | $610552.87    | 0.00%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723693.39    | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMSK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1650639 | PA      | $1477261.41   | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1757588.91   | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $610155.58    | 0.00%             | 2027-10-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $950549.47    | 0.00%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    595000 | PA      | $627488.13    | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    820000 | PA      | $832838.57    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $943900.65    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Viridien                                                                         | Viridien                                                                                                                      | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    220000 | PA      | $236673.42    | 0.00%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                        | Michaels Cos., Inc. (The)                                                                                                     | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    996000 | PA      | $970968.58    | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    400000 | PA      | $410413.02    | 0.00%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8822901 | PA      | $7650470.89   | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    420000 | PA      | $391958.20    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1184303.87   | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    695000 | PA      | $742039.32    | 0.00%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67691000 | PA      | $69716441.64  | 0.20%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BF0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1254538.57   | 0.00%             | 2028-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1680085 | PA      | $1733269.64   | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    655000 | PA      | $594884.92    | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2000000 | PA      | $1994817.70   | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2239158.23   | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251120.19    | 0.00%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345315.56    | 0.00%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carriage Purchaser, Inc.                                                         | Carriage Purchaser, Inc.                                                                                                      | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $331118.77    | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1600000 | PA      | $1556938.12   | 0.00%             | 2047-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70370 | PA      | $66454.86     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    675000 | PA      | $639360.81    | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1505000 | PA      | $1461944.41   | 0.00%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5950000 | PA      | $4774875.00   | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | San Joaquin Hills Transportation Corridor Agency, Series 2021B                                                                | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $191474.00    | 0.00%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $410615.10    | 0.00%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4195000 | PA      | $4379997.23   | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171898 | PA      | $161540.69    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9Q53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136240 | PA      | $132503.73    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36255259 | PA      | $29638161.65  | 0.08%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 133650000 | PA      | $132543210.94 | 0.38%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Insurance Co.                                                    | Mutual of Omaha Insurance Co.                                                                                                 | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    365000 | PA      | $377445.18    | 0.00%             | 2064-01-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    271000 | PA      | $269777.04    | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1052491.86   | 0.00%             | 2033-01-21      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560695.27    | 0.00%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349801.70    | 0.00%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                                   | HSBC USA, Inc.                                                                                                                | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609331.68    | 0.00%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708121.13    | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                            | Prestige Brands, Inc.                                                                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    626000 | PA      | $585958.11    | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    755000 | PA      | $767606.24    | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1060000 | PA      | $1086099.61   | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    455000 | PA      | $338697.17    | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1164974.37   | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class A5                                                              | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $483358.18    | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                       | Wolverine World Wide, Inc.                                                                                                    | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    590000 | PA      | $550767.73    | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645210.12    | 0.00%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    755000 | PA      | $605103.60    | 0.00%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Sovereign Sukuk SAOC                                                                                                     | CUSIP: N/A<br>LEI: 549300KM6RUZQLK8LU36       | Long             | DBT              | NUSS              | OM        |    800000 | PA      | $786281.41    | 0.00%             | 2033-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10934247 | PA      | $11079606.77  | 0.03%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    997000 | PA      | $982741.51    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1346735.21   | 0.00%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2396046.28   | 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        |    725000 | PA      | $734668.86    | 0.00%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167561.54    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC                                                               | Wynn Las Vegas LLC                                                                                                            | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $899943.77    | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series K2                                                                            | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    198000 | PA      | $224255.43    | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                      | Horace Mann Educators Corp.                                                                                                   | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368665.56    | 0.00%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4676612 | PA      | $4018600.46   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132VPK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45824 | PA      | $46714.74     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $963914.97    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    483000 | PA      | $319764.41    | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    615000 | PA      | $659562.89    | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252685.98    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538765.10    | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hong Kong Mortgage Corp. Ltd. (The)                                              | Hong Kong Mortgage Corp. Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900W04TBDJ4UBOS04       | Long             | DBT              | NUSS              | HK        |    600000 | PA      | $603062.53    | 0.00%             | 2027-10-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336765.38    | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB International Finance BV                                                                                                  | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |   1054000 | PA      | $870430.70    | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0TZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544585 | PA      | $564071.84    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4407000 | PA      | $3882191.59   | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W6H8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    585000 | PA      | $599576.83    | 0.00%             | 2028-06-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    606000 | PA      | $682503.15    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. III LLC                                                    | KKR Group Finance Co. III LLC                                                                                                 | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1172298.43   | 0.00%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344445.10    | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    390000 | PA      | $334621.45    | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28957 | PA      | $27189.10     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    538000 | PA      | $527287.21    | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1178708 | PA      | $1078108.04   | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brinker International, Inc.                                                      | Brinker International, Inc.                                                                                                   | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $369353.20    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    415000 | PA      | $428947.55    | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2007652.57   | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                                               | Sally Holdings LLC                                                                                                            | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |    620000 | PA      | $643745.61    | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    382512 | PA      | $379026.27    | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $952226.75    | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class A4                                                                 | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $955540.11    | 0.00%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRF96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1130148 | PA      | $1175900.40   | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sabal Trail Transmission LLC                                                     | Sabal Trail Transmission LLC                                                                                                  | CUSIP: 78516FAC3<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    572000 | PA      | $495945.74    | 0.00%             | 2048-05-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                         | Full House Resorts, Inc.                                                                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $429675.72    | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    790000 | PA      | $846091.65    | 0.00%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2640000 | PA      | $2674621.42   | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit, Series 2009B                                                                                       | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51911.03     | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    654000 | PA      | $709318.84    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2X6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261225.08    | 0.00%             | 2028-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                     | Glencore Finance Canada Ltd.                                                                                                  | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $347011.00    | 0.00%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KB Capital Co. Ltd.                                                              | KB Capital Co. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 988400HPGU3QJ70HQO82       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197299.95    | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E7KF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12496 | PA      | $12277.72     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1160738.10   | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    914000 | PA      | $740231.20    | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2900000 | PA      | $2939209.71   | 0.01%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1302199.98   | 0.00%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    465000 | PA      | $501162.49    | 0.00%             | 2029-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    946000 | PA      | $850198.80    | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    870000 | PA      | $868386.77    | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |   1700000 | PA      | $1579427.22   | 0.00%             | 2031-01-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance SARL                                                           | Rede D'or Finance SARL                                                                                                        | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |    900000 | PA      | $875922.33    | 0.00%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1354000 | PA      | $821909.09    | 0.00%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630750.49    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1073787.80   | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                                | Molex Electronic Technologies LLC                                                                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293993.85    | 0.00%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IsDB Trust Services No. 2 SARL                                                   | IsDB Trust Services No. 2 SARL                                                                                                | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |   1500000 | PA      | $1522538.27   | 0.00%             | 2028-03-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2030811.49   | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                                  | Agricultural Bank of China Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $196496.69    | 0.00%             | 2027-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378823.90    | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Braskem America Finance Co.                                                      | Braskem America Finance Co.                                                                                                   | CUSIP: N/A<br>LEI: 254900QMQAJ26H49CL75       | Long             | DBT              | CORP              | US        |    600000 | PA      | $239271.30    | 0.00%             | 2041-07-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1719711 | PA      | $1597821.72   | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    383000 | PA      | $366577.82    | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534383.98    | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1188473.01   | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                                | Enstar Group Ltd.                                                                                                             | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    927000 | PA      | $937348.83    | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    610000 | PA      | $557663.73    | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -11425000 | PA      | $-11549794.36 | -0.03%            | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                                    | Trustees of Dartmouth College                                                                                                 | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185726.99    | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Nemak SAB de CV                                                                  | Nemak SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 5493000MY3DAIB0BP706       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $347300.69    | 0.00%             | 2031-06-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1028670.49   | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    935000 | PA      | $919916.69    | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2SG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    586092 | PA      | $536400.76    | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBP7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75119.16     | 0.00%             | 2030-12-11      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1054812.69   | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy, Inc.                                                           | Vermilion Energy, Inc.                                                                                                        | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $411464.69    | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQSG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1306834 | PA      | $1314778.53   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                                 | AptarGroup, Inc.                                                                                                              | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492631.00    | 0.00%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                                                        | Legal & General Group plc                                                                                                     | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201314.73    | 0.00%             | 2047-03-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1533554.07   | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    675000 | PA      | $631440.17    | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 65163LAF6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    481000 | PA      | $392864.40    | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                                      | Five Point Operating Co. LP                                                                                                   | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $187131.28    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    690000 | PA      | $578591.61    | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    715000 | PA      | $744675.63    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44170 | PA      | $42653.48     | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    345000 | PA      | $352475.92    | 0.00%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    819000 | PA      | $823449.48    | 0.00%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    668000 | PA      | $655003.34    | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2138200 | PA      | $2198598.72   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31067 | PA      | $29152.21     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Ocean Business Corp.                                                       | Korea Ocean Business Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400706OU5BSJ8ZG26       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203369.05    | 0.00%             | 2027-05-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAD9<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    867000 | PA      | $763988.29    | 0.00%             | 2030-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287308.49    | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                      | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405052.79    | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    545000 | PA      | $552841.77    | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    645000 | PA      | $626886.75    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                                          | OQ SAOC                                                                                                                       | CUSIP: N/A<br>LEI: 549300YK417GKI6EQ392       | Long             | DBT              | CORP              | OM        |    800000 | PA      | $805518.78    | 0.00%             | 2028-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Darajat II                                                | Star Energy Geothermal Darajat II                                                                                             | CUSIP: N/A<br>LEI: 254900A5FGTHUYFJ7K08       | Long             | DBT              | CORP              | BM        |    800000 | PA      | $773753.24    | 0.00%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    175000 | PA      | $141195.41    | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $574791.97    | 0.00%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                                        | ZoomInfo Technologies LLC                                                                                                     | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |    715000 | PA      | $653411.24    | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newmark Group, Inc.                                                              | Newmark Group, Inc.                                                                                                           | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $528660.90    | 0.00%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2233000 | PA      | $2097164.04   | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1372514.21   | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBE2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    548000 | PA      | $515390.61    | 0.00%             | 2028-09-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    615000 | PA      | $580338.36    | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $665763.80    | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                                    | Air Canada Pass-Through Trust, Series 2015-1, Class A                                                                         | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    392398 | PA      | $388098.63    | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    493000 | PA      | $471797.76    | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1470000 | PA      | $1474096.70   | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    782000 | PA      | $531761.14    | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461035 | PA      | $457872.20    | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hongkong Electric Finance Ltd.                                                   | Hongkong Electric Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900ZFMQ2KI2067818       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $368972.18    | 0.00%             | 2030-06-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRCS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5534701 | PA      | $5631954.09   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    335000 | PA      | $326019.09    | 0.00%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    680000 | PA      | $414547.46    | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    332000 | PA      | $329638.95    | 0.00%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1790216.67   | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    473000 | PA      | $332823.83    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2017 Ltd.                                     | Sinopec Group Overseas Development 2017 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493001IPW8ZGQ181Z16       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $199508.13    | 0.00%             | 2027-04-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPLD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7668928 | PA      | $6880042.43   | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    786000 | PA      | $807221.01    | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                             | Frontier Florida LLC, Series E                                                                                                | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $346847.45    | 0.00%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $606256.69    | 0.00%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $563889.77    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296418.02    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $2013542.78   | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    750000 | PA      | $733753.85    | 0.00%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1225986.85   | 0.00%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    814000 | PA      | $793686.75    | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBH9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310201.40    | 0.00%             | 2035-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1267543.71   | 0.00%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357972.90    | 0.00%             | 2032-01-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    905000 | PA      | $905479.34    | 0.00%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4843169 | PA      | $4028878.55   | 0.01%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    143000 | PA      | $147734.98    | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   2552000 | PA      | $3104014.57   | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAV6<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1100000 | PA      | $666118.22    | 0.00%             | 2051-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J75S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132256 | PA      | $128963.36    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNB Corp.                                                                        | FNB Corp.                                                                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138078.60    | 0.00%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1103465.68   | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    443000 | PA      | $396833.47    | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    905000 | PA      | $903953.71    | 0.00%             | 2037-01-26      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    842000 | PA      | $836931.55    | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAS5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1030000 | PA      | $931125.81    | 0.00%             | 2031-06-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138399.64    | 0.00%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $900505.50    | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1380000 | PA      | $1432618.98   | 0.00%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3139000 | PA      | $2927306.59   | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kennametal, Inc.                                                                 | Kennametal, Inc.                                                                                                              | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    280000 | PA      | $257406.35    | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance SARL                                                           | Rede D'or Finance SARL                                                                                                        | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $399992.47    | 0.00%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3102219 | PA      | $3148873.95   | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1100000 | PA      | $1053617.22   | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                         | Precision Drilling Corp.                                                                                                      | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |    401000 | PA      | $405578.68    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    845000 | PA      | $876935.18    | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1240000 | PA      | $1287924.21   | 0.00%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1325735.94   | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    655000 | PA      | $647858.32    | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2389209.12   | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427721.12    | 0.00%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288259.41    | 0.00%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    335000 | PA      | $224812.43    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142672 | PA      | $133608.91    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67184800 | PA      | $68449763.81  | 0.20%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    572000 | PA      | $436954.36    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2864602.59   | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2010436.28   | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $693089.30    | 0.00%             | 2056-06-09      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $803965.18    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                   | EDP Finance BV                                                                                                                | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $763641.59    | 0.00%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1285270.94   | 0.00%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1224991.84   | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    763264 | PA      | $753254.60    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254240.69    | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1060000 | PA      | $1077190.10   | 0.00%             | 2034-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    540000 | PA      | $547902.92    | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PTT Treasury Center Co. Ltd.                                                     | PTT Treasury Center Co. Ltd.                                                                                                  | CUSIP: 74446WAC0<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | TH        |    800000 | PA      | $547896.78    | 0.00%             | 2070-07-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ELBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15772 | PA      | $16114.48     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    551000 | PA      | $543401.49    | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    830000 | PA      | $744992.61    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    540000 | PA      | $552936.99    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2018-C8, Class A4                                                                       | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $870091.74    | 0.00%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                             | OI European Group BV                                                                                                          | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    515000 | PA      | $497817.65    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                         | Patrick Industries, Inc.                                                                                                      | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    495000 | PA      | $506722.40    | 0.00%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick                                                        | Province of New Brunswick                                                                                                     | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    950000 | PA      | $946318.37    | 0.00%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBM0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    505000 | PA      | $473644.96    | 0.00%             | 2030-02-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    600000 | PA      | $592993.67    | 0.00%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    650000 | PA      | $702102.82    | 0.00%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    505000 | PA      | $501053.74    | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1427727.55   | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $811157.89    | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp.                                                                                             | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    537000 | PA      | $536345.95    | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    613000 | PA      | $503290.36    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $422458.80    | 0.00%             | 2041-05-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    485000 | PA      | $480591.30    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $915727.63    | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1076675.34   | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80118000 | PA      | $50299081.88  | 0.14%             | 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        |   1215000 | PA      | $1163375.79   | 0.00%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    453000 | PA      | $489436.64    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654177 | PA      | $630280.38    | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    765000 | PA      | $767209.85    | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 312945LK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35278 | PA      | $35509.97     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    755000 | PA      | $783104.64    | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co., Series A                                                                                                   | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    578000 | PA      | $478802.15    | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                       | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    960000 | PA      | $999517.66    | 0.00%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27732420 | PA      | $28437761.63  | 0.08%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364677.01    | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2387906 | PA      | $2165879.18   | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1600000 | PA      | $1641597.61   | 0.00%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAH6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    640000 | PA      | $648366.13    | 0.00%             | 2027-03-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WESA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79178 | PA      | $77284.93     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694348.45    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1008289.02   | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1045686.28   | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1251256.83   | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QN3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3114935 | PA      | $2901108.49   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1024469.87   | 0.00%             | 2029-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    709000 | PA      | $563386.98    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                       | CUSIP: 257867BC4<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155753.91    | 0.00%             | 2029-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dianjian Haiyu Ltd.                                                              | Dianjian Haiyu Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 30030053J86AJARAGD28       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200123.72    | 0.00%             | 2027-01-14      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1790033.53   | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    588000 | PA      | $456248.57    | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351684 | PA      | $338716.96    | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTH36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1559804 | PA      | $1618438.66   | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7894761 | PA      | $6130504.78   | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2018-1, Class AA                                                                   | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    551055 | PA      | $540349.81    | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    827000 | PA      | $829225.89    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance plc                                                          | Amcor Group Finance plc                                                                                                       | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $62278.64     | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2605519 | PA      | $2407653.65   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |   1600000 | PA      | $1576942.53   | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co. Ltd.                                                   | Hanwha Life Insurance Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400ZKCI3R9DQHR320       | Long             | DBT              | CORP              | KR        |    800000 | PA      | $789940.34    | 0.00%             | 2032-02-04      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    942000 | PA      | $932983.46    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    620000 | PA      | $657599.47    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Quzhou State Owned Capital Operation Co. Ltd.                                    | Quzhou State Owned Capital Operation Co. Ltd.                                                                                 | CUSIP: N/A<br>LEI: 3003001W0SSRD2QPLV20       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400499.62    | 0.00%             | 2028-01-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GYJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1283508 | PA      | $1210078.00   | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1144371.47   | 0.00%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    964000 | PA      | $1137336.47   | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1270456.88   | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2183654.86   | 0.01%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2434371.33   | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429841.46    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $757741.53    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46943000 | PA      | $47016348.44  | 0.13%             | 2028-03-31      | Fixed         | 3.62%                 | 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        |    475000 | PA      | $458745.33    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1344286.86   | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    505000 | PA      | $520112.41    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                             | NAK Naftogaz Ukraine                                                                                                          | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |    467024 | PA      | $356276.02    | 0.00%             | 2028-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1487571.71   | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    845000 | PA      | $888121.68    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875155.76    | 0.00%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1400000 | PA      | $1386125.63   | 0.00%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1205671.65   | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    445000 | PA      | $373192.46    | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                      | Apollo Commercial Real Estate Finance, Inc.                                                                                   | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    580000 | PA      | $578041.19    | 0.00%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2695000 | PA      | $2730485.70   | 0.01%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29600000 | PA      | $24942625.00  | 0.07%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                                 | Dua Capital Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |    600000 | PA      | $553289.95    | 0.00%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1370000 | PA      | $1374863.53   | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co., Series A                                                                                           | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $999288.44    | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    480000 | PA      | $495697.21    | 0.00%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $984254.36    | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2417000 | PA      | $1839173.98   | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1011849.67   | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |   2884698 | PA      | $2378612.78   | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic                                                                                                                   | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    365000 | PA      | $298220.17    | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78411000 | PA      | $44767780.31  | 0.13%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351499 | PA      | $348834.82    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    955000 | PA      | $926353.13    | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6229409 | PA      | $5988971.34   | 0.02%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                       | AGCO Corp.                                                                                                                    | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    470000 | PA      | $476358.76    | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2747746.56   | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $981242.57    | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                            | Toledo Hospital (The)                                                                                                         | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    408000 | PA      | $394897.16    | 0.00%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1111000 | PA      | $1095835.38   | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                            | Jefferies Finance LLC                                                                                                         | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    505000 | PA      | $500508.79    | 0.00%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1221133.49   | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98602000 | PA      | $94365195.31  | 0.27%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $865127.11    | 0.00%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDR8<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    632000 | PA      | $638722.10    | 0.00%             | 2030-08-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    228000 | PA      | $232390.98    | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2610000 | PA      | $2507710.31   | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                                         | Franklin Resources, Inc.                                                                                                      | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1272771.65   | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 04517PBW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    155000 | PA      | $156018.49    | 0.00%             | 2028-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24829931 | PA      | $23699973.17  | 0.07%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3174810 | PA      | $3286478.21   | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    475000 | PA      | $316879.08    | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    720000 | PA      | $712645.01    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    378000 | PA      | $357384.55    | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAG5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $1219846.65   | 0.00%             | 2028-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    815000 | PA      | $850557.40    | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                          | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    975000 | PA      | $985608.80    | 0.00%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                  | B&G Foods, Inc.                                                                                                               | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    535000 | PA      | $517143.02    | 0.00%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    670000 | PA      | $760751.86    | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1200201.07   | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Boubyan Sukuk Ltd.                                                               | Boubyan Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300T2HAD9JJ1YV324       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $395527.92    | 0.00%             | 2027-03-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBJ7<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1134337.25   | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $70468.55     | 0.00%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                       | City of San Antonio Electric & Gas Systems, Series 2025A                                                                      | CUSIP: 79625GNB5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96116.94     | 0.00%             | 2045-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1065947.71   | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1658106 | PA      | $1513901.21   | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    638000 | PA      | $604967.86    | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1185177.27   | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    557000 | PA      | $539196.56    | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $952894.40    | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    405000 | PA      | $405938.76    | 0.00%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2000000 | PA      | $1286462.36   | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SIB Sukuk Co. III Ltd.                                                           | SIB Sukuk Co. III Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300VEBV0EQP2FCP08       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $611091.29    | 0.00%             | 2029-07-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series UU                                                                                        | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    490000 | PA      | $387512.59    | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $404674.11    | 0.00%             | 2027-02-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block Communications, Inc.                                                       | Block Communications, Inc.                                                                                                    | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318819.61    | 0.00%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131L2B0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    390000 | PA      | $369130.71    | 0.00%             | 2044-03-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    555000 | PA      | $492170.62    | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    524000 | PA      | $584727.91    | 0.00%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15918137 | PA      | $15927835.22  | 0.05%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2934437.50   | 0.01%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP                                                                                                   | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    665000 | PA      | $771373.50    | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    970000 | PA      | $942091.59    | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GWFR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9608 | PA      | $8997.94      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                                    | Allegion US Holding Co., Inc.                                                                                                 | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    480000 | PA      | $497771.95    | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNQC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2349136 | PA      | $2315099.18   | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    520000 | PA      | $533480.69    | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WG6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6307 | PA      | $5922.26      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    717000 | PA      | $681351.34    | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1338319.40   | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   2595000 | PA      | $2589827.86   | 0.01%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1155000 | PA      | $1180315.32   | 0.00%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |   1200000 | PA      | $1228367.71   | 0.00%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    480000 | PA      | $386646.07    | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    615000 | PA      | $624120.10    | 0.00%             | 2028-02-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| University of Minnesota                                                          | University of Minnesota, Series 2022                                                                                          | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    268000 | PA      | $214982.55    | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University, Series 2017                                                                                          | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    369000 | PA      | $269354.47    | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1863000 | PA      | $1919286.80   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    965000 | PA      | $1032475.74   | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    865000 | PA      | $879003.38    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    654000 | PA      | $630967.85    | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QM6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8703103 | PA      | $7714502.24   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2545000 | PA      | $2453638.94   | 0.01%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240898.75    | 0.00%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2SM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34709938 | PA      | $36130444.51  | 0.10%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                            | Bioceanico Sovereign Certificate Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    510621 | PA      | $417814.78    | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $287246.97    | 0.00%             | 2069-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $600919.03    | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2817806.29   | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    685000 | PA      | $701772.56    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37992 | PA      | $37731.46     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1205132.65   | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series FIX                                                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3417975.55   | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2072000 | PA      | $2068630.30   | 0.01%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1983635.78   | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7842527 | PA      | $7529887.97   | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1650000 | PA      | $1708414.56   | 0.00%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $621161.19    | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                             | DBJPM Mortgage Trust, Series 2017-C6, Class AM                                                                                | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1945156.67   | 0.01%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $646011.68    | 0.00%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    779000 | PA      | $698179.40    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    940000 | PA      | $989203.85    | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings, Inc.                                                     | Transatlantic Holdings, Inc.                                                                                                  | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    435000 | PA      | $542400.36    | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1371380.50   | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    320000 | PA      | $349176.62    | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    660000 | PA      | $656350.84    | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7597942 | PA      | $7626745.62   | 0.02%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   3055000 | PA      | $3122234.12   | 0.01%             | 2029-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1380000 | PA      | $1522823.47   | 0.00%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1090384.55   | 0.00%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                                     | AltaGas Ltd.                                                                                                                  | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $936621.34    | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    680000 | PA      | $618971.87    | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTLD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4092004 | PA      | $4260002.62   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co. of America (The)                                     | Guardian Life Insurance Co. of America (The)                                                                                  | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    795000 | PA      | $650365.25    | 0.00%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YUH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70141 | PA      | $68980.59     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1158042.48   | 0.00%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    688000 | PA      | $595242.58    | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                     | Scientific Games Holdings LP                                                                                                  | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    830000 | PA      | $758295.04    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $443903.57    | 0.00%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | Morgan Stanley Direct Lending Fund                                                                                            | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319670.91    | 0.00%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT International Financial Services BV                                                                                        | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $354922.92    | 0.00%             | 2031-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    775000 | PA      | $790386.58    | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |    375000 | PA      | $374517.93    | 0.00%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025H                                                                                                | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96238.11     | 0.00%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65558RAJ8<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    595000 | PA      | $600211.62    | 0.00%             | 2029-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    545000 | PA      | $560049.39    | 0.00%             | 2034-03-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HTA Group Ltd.                                                                   | HTA Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800WEFU8O8X6EPU13       | Long             | DBT              | CORP              | MU        |   1000000 | PA      | $1032320.80   | 0.00%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1097213.44   | 0.00%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    828000 | PA      | $844718.03    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |   1400000 | PA      | $1525235.37   | 0.00%             | 2031-11-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1652854.69   | 0.00%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106578.76    | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1400000 | PA      | $1654013.34   | 0.00%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251386.22    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                             | Shriram Finance Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $411589.90    | 0.00%             | 2028-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    845000 | PA      | $905039.13    | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                               | NLG Global Funding                                                                                                            | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262783.47    | 0.00%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $230793.51    | 0.00%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital                                                         | Farmers Exchange Capital                                                                                                      | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $575565.69    | 0.00%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    855000 | PA      | $881290.49    | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1135000 | PA      | $1148423.64   | 0.00%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629WCQ1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    725000 | PA      | $715829.57    | 0.00%             | 2027-01-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166473 | PA      | $152359.09    | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1346744.29   | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204914.36    | 0.00%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82109.37     | 0.00%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973171.53    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $577386.00    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                                     | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    503000 | PA      | $478572.97    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $3042409.51   | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    902000 | PA      | $847363.87    | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1218576.60   | 0.00%             | 2034-02-13      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    455000 | PA      | $465542.13    | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series 2010-A                                                                        | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    977000 | PA      | $1055826.38   | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1136000 | PA      | $952679.52    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381693.00    | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $303342.09    | 0.00%             | 2046-07-08      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $651410.46    | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQK21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3706503 | PA      | $3330838.72   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    795000 | PA      | $843467.22    | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-150, Class A2 | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11000000 | PA      | $10644663.55  | 0.03%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Intercorp Peru Ltd.                                                              | Intercorp Peru Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300L0OFVSOE4NSY75       | Long             | DBT              | CORP              | BS        |    400000 | PA      | $389232.26    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                           | Suriname Government International Bond                                                                                        | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    600000 | PA      | $621678.57    | 0.00%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2322000 | PA      | $2320016.26   | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413480.75    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    920000 | PA      | $827853.58    | 0.00%             | 2031-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1039600.63   | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun SA                                                                                                                     | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $364507.79    | 0.00%             | 2032-01-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2088473 | PA      | $1934406.39   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93843000 | PA      | $94887736.52  | 0.27%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |   1190000 | PA      | $1127018.08   | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1547944.67   | 0.00%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2391000 | PA      | $2378207.80   | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                                              | GFL Environmental Holdings US, Inc.                                                                                           | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $466135.47    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1641969.42   | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $222172.49    | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226989 | PA      | $226001.78    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    875000 | PA      | $735754.57    | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339220.19    | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    790000 | PA      | $529788.51    | 0.00%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2024B, Sub-Series B1                                                                                 | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2057592.16   | 0.01%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    520000 | PA      | $559412.90    | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                           | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    380000 | PA      | $293729.93    | 0.00%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBX1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    605000 | PA      | $611913.06    | 0.00%             | 2027-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1304337.58   | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306932.57    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAP4<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    700000 | PA      | $675200.42    | 0.00%             | 2029-07-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $771402.83    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    385000 | PA      | $360911.53    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $885676.07    | 0.00%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    190000 | PA      | $199782.67    | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1353771.27   | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 111021AN1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    567000 | PA      | $458497.55    | 0.00%             | 2049-11-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2549132 | PA      | $2379016.89   | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151783.43    | 0.00%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $391408.99    | 0.00%             | 2029-09-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    675000 | PA      | $705823.17    | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: N/A<br>LEI: 549300DSMAD69T7GGN13       | Long             | DBT              | NUSS              | HK        |    600000 | PA      | $534496.57    | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    475000 | PA      | $513626.65    | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $594401.13    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    665000 | PA      | $657483.18    | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254254.46    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | Texas Health Resources                                                                                                        | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    290000 | PA      | $239231.44    | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Pediatrix Medical Group, Inc.                                                    | Pediatrix Medical Group, Inc.                                                                                                 | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $445234.67    | 0.00%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340268.00    | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    975000 | PA      | $683746.65    | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2664761 | PA      | $2274691.99   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    958000 | PA      | $894514.09    | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                      | Resorts World Las Vegas LLC                                                                                                   | CUSIP: 76120HAC1<br>LEI: 254900LHVH9D3APT8R82 | Long             | DBT              | CORP              | US        |    420000 | PA      | $359667.50    | 0.00%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $541267.51    | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $985999.85    | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                               | Herens Holdco SARL                                                                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    365000 | PA      | $321248.27    | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412071.60    | 0.00%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    515000 | PA      | $530893.27    | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade, Inc.                                                               | Gerdau Trade, Inc.                                                                                                            | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    650000 | PA      | $670798.90    | 0.00%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    315000 | PA      | $342958.79    | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2959258.22   | 0.01%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                                             | Banco BTG Pactual SA                                                                                                          | CUSIP: 05971BAK5<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $413528.39    | 0.00%             | 2029-04-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179NVM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18460 | PA      | $17162.80     | 0.00%             | 2043-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K517, Class A2  | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6200000 | PA      | $6438436.51   | 0.02%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1122638.55   | 0.00%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1093700.23   | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    802000 | PA      | $794548.51    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    540000 | PA      | $545386.31    | 0.00%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart LLC                                                                                                                  | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |    730000 | PA      | $759472.67    | 0.00%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71400000 | PA      | $67612453.13  | 0.19%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co.                                                            | Mississippi Power Co., Series B                                                                                               | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    408000 | PA      | $269462.00    | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                          | Element Solutions, Inc.                                                                                                       | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    825000 | PA      | $804645.38    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    630000 | PA      | $654501.87    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    725000 | PA      | $733820.09    | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    936000 | PA      | $739045.93    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1687058.53   | 0.00%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |   5330000 | PA      | $5047904.51   | 0.01%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp. Ltd.                                                   | Hindustan Petroleum Corp. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $398135.04    | 0.00%             | 2027-07-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |   1000000 | PA      | $1020898.83   | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424241.48    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759196.27    | 0.00%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352980.20    | 0.00%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   2200000 | PA      | $2362563.23   | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    665000 | PA      | $679507.80    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sigma Foods SAB de CV                                                            | Sigma Foods SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 549300ZCGJ6T8YDJ4M34       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $447629.53    | 0.00%             | 2044-03-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CH5<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |     55000 | PA      | $54530.09     | 0.00%             | 2030-10-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1066216.42   | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1343674.21   | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1236244.82   | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140023.43    | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $833921.71    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1408538.43   | 0.00%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1596318.00   | 0.00%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1262310.51   | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    705000 | PA      | $712045.57    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MTR Corp. CI Ltd.                                                                | MTR Corp. CI Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1682562.58   | 0.00%             | 2035-09-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2247000 | PA      | $2172909.75   | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    557000 | PA      | $617659.27    | 0.00%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $704882.32    | 0.00%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496778.60    | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4213412 | PA      | $4338105.67   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                         | Patrick Industries, Inc.                                                                                                      | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    405000 | PA      | $400717.07    | 0.00%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $1935053.27   | 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        |   1045000 | PA      | $1006344.95   | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    560000 | PA      | $657051.48    | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $751706.57    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $950871.51    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1689864.56   | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    274000 | PA      | $233982.07    | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    571000 | PA      | $565616.94    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XN6P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5814818 | PA      | $5169683.36   | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3974014 | PA      | $4069608.23   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    685000 | PA      | $454379.15    | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FLNG Liquefaction 2 LLC                                                          | FLNG Liquefaction 2 LLC                                                                                                       | CUSIP: 33972PAA7<br>LEI: 5493008RXZY6NJ5WF161 | Long             | DBT              | CORP              | US        |    470766 | PA      | $444504.26    | 0.00%             | 2038-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228497.21    | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81593.41     | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1600000 | PA      | $1568620.13   | 0.00%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    640000 | PA      | $531161.96    | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    515000 | PA      | $503113.97    | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1087945.89   | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    955000 | PA      | $962196.36    | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2019-BN21, Class A5                                                                                              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475216.22    | 0.00%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    389000 | PA      | $291629.90    | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1212539.17   | 0.00%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1275000 | PA      | $1257174.42   | 0.00%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    560000 | PA      | $453504.13    | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                                                           | CUSIP: 13063EHV1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    500000 | PA      | $518045.08    | 0.00%             | 2035-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3898522.79   | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    885000 | PA      | $777909.36    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 19 II Ltd.                                            | CK Hutchison International 19 II Ltd.                                                                                         | CUSIP: 12563DAA3<br>LEI: 2549000ZHWNMHC09DR77 | Long             | DBT              | CORP              | KY        |    805000 | PA      | $766879.45    | 0.00%             | 2029-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $931243.51    | 0.00%             | 2045-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    580000 | PA      | $589083.04    | 0.00%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    640000 | PA      | $627605.88    | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    290000 | PA      | $298854.58    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153127.04    | 0.00%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $803488.97    | 0.00%             | 2028-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    920000 | PA      | $916956.30    | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                             | CrossCountry Intermediate HoldCo LLC                                                                                          | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $554359.85    | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2179000 | PA      | $2037884.02   | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $374628.25    | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1516846.31   | 0.00%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157184.12    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0JT7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    670000 | PA      | $663394.34    | 0.00%             | 2027-09-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2828000 | PA      | $2722780.10   | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3585000 | PA      | $3549506.54   | 0.01%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1610395.92   | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1239918.13   | 0.00%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                                    | Allegion US Holding Co., Inc.                                                                                                 | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    670000 | PA      | $700176.99    | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2025-1, Class A                                                                  | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $548414.74    | 0.00%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ReNew Wind Energy AP2                                                            | ReNew Wind Energy AP2                                                                                                         | CUSIP: N/A<br>LEI: 335800HUUTPY6YMI3284       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $578936.45    | 0.00%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG Operating Group II LP                                                                                                     | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321703.66    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    610000 | PA      | $685787.56    | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4978838 | PA      | $4615110.31   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2016-1, Class AA                                                                   | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    548732 | PA      | $534700.88    | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1594400 | PA      | $1663120.45   | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aberdeen Group plc                                                               | Aberdeen Group plc                                                                                                            | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | DBT              | CORP              | GB        |    550000 | PA      | $543891.45    | 0.00%             | 2028-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    670000 | PA      | $445460.71    | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5257840 | PA      | $5034038.32   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    447000 | PA      | $448383.98    | 0.00%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    430000 | PA      | $467043.36    | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $819364.91    | 0.00%             | 2029-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2082931.18   | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Topaz Solar Farms LLC                                                            | Topaz Solar Farms LLC                                                                                                         | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    951285 | PA      | $959111.16    | 0.00%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    697000 | PA      | $752006.08    | 0.00%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | Ontario Teachers' Finance Trust                                                                                               | CUSIP: 68329AAQ1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   1355000 | PA      | $1387583.37   | 0.00%             | 2029-04-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1529095.73   | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $251191.51    | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 Australia Pty. Ltd.                                           | CNOOC Finance 2015 Australia Pty. Ltd.                                                                                        | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    620000 | PA      | $557168.45    | 0.00%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160600 | PA      | $162684.20    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                 | Transurban Finance Co. Pty. Ltd.                                                                                              | CUSIP: 89400PAL7<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    475000 | PA      | $470324.66    | 0.00%             | 2036-03-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4230158 | PA      | $4256636.78   | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1170000 | PA      | $1311814.51   | 0.00%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    711000 | PA      | $680796.58    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                               | CI Financial Corp.                                                                                                            | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $644783.46    | 0.00%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1785265.72   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1174963.75   | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    709000 | PA      | $764159.79    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                      | Crocs, Inc.                                                                                                                   | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    405000 | PA      | $370862.40    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TriNet Group, Inc.                                                               | TriNet Group, Inc.                                                                                                            | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    515000 | PA      | $530378.93    | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5047793 | PA      | $4154181.83   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                         | Panasonic Holdings Corp.                                                                                                      | CUSIP: 69832AAE6<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    505000 | PA      | $519388.43    | 0.00%             | 2034-07-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings                                                                                                 | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    555000 | PA      | $452463.09    | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1155000 | PA      | $644151.12    | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MHT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31660745 | PA      | $27020848.07  | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    545000 | PA      | $568217.61    | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| University of Chicago (The)                                                      | University of Chicago (The), Series C                                                                                         | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    276000 | PA      | $180053.94    | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $289494.30    | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    780000 | PA      | $808077.50    | 0.00%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3650000 | PA      | $3571867.19   | 0.01%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTKW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9312121 | PA      | $9654278.00   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    710000 | PA      | $698959.06    | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $647928.68    | 0.00%             | 2033-10-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series RRR                                                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    461000 | PA      | $350807.04    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                                  | Antofagasta plc                                                                                                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $542512.13    | 0.00%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2682352 | PA      | $2186444.57   | 0.01%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    562000 | PA      | $608608.58    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   2735000 | PA      | $2884907.90   | 0.01%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  49818818 | PA      | $43163104.83  | 0.12%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134230.59    | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NuStar Logistics LP                                                                                                           | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628602.16    | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                                    | CUSIP: N/A<br>LEI: 549300FE4UJNCG1DB123       | Long             | DBT              | CORP              | AR        |    800000 | PA      | $833221.01    | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Fred Hutchinson Cancer Center                                                    | Fred Hutchinson Cancer Center, Series 2022                                                                                    | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |    284000 | PA      | $254724.78    | 0.00%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |   1910000 | PA      | $1963883.89   | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                               | nVent Finance SARL                                                                                                            | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    675000 | PA      | $703950.53    | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    820000 | PA      | $854177.73    | 0.00%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3575000 | PA      | $3566020.80   | 0.01%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    774000 | PA      | $789149.89    | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1290000 | PA      | $1300582.53   | 0.00%             | 2031-04-01      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    838000 | PA      | $523870.36    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    544000 | PA      | $462086.99    | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1007000 | PA      | $774883.36    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1075607.67   | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1000503.46   | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1833436 | PA      | $1773036.32   | 0.01%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                    | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1063303.20   | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada, Series FXD                                                                                              | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $619633.72    | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc.                                                                                              | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    563000 | PA      | $465969.60    | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DJ3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $200117.46    | 0.00%             | 2031-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1147855.51   | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2023                                                                                              | CUSIP: 13063D7G7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2099830.02   | 0.01%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7116592 | PA      | $7286397.81   | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    900000 | PA      | $1020091.40   | 0.00%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    655000 | PA      | $665894.57    | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Warba Sukuk Ltd.                                                                 | Warba Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300BY1IZV1E6BKJ60       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $615464.06    | 0.00%             | 2029-07-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PT Tower Bersama Infrastructure Tbk.                                             | PT Tower Bersama Infrastructure Tbk.                                                                                          | CUSIP: N/A<br>LEI: 213800ELUARKGNPAPY10       | Long             | DBT              | CORP              | ID        |    200000 | PA      | $195847.42    | 0.00%             | 2027-05-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1525000 | PA      | $1592203.37   | 0.00%             | 2028-10-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $703328.45    | 0.00%             | 2051-06-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| QIB Sukuk Ltd.                                                                   | QIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300XDP1VCBZLCP049       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $803954.41    | 0.00%             | 2029-09-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77923.98     | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charming Light Investments Ltd.                                                  | Charming Light Investments Ltd.                                                                                               | CUSIP: N/A<br>LEI: 254900BMY30PLHVJID29       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $802059.41    | 0.00%             | 2027-12-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    610000 | PA      | $628137.41    | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                                | Enstar Group Ltd.                                                                                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    530000 | PA      | $475530.72    | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    515000 | PA      | $466069.51    | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1729000 | PA      | $1770838.85   | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fubon Life Singapore Pte. Ltd.                                                   | Fubon Life Singapore Pte. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900KNH3ADQ8AQK667       | Long             | DBT              | CORP              | SG        |    800000 | PA      | $806387.87    | 0.00%             | 2035-12-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $505663.19    | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8691972 | PA      | $7113657.59   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    545000 | PA      | $563452.87    | 0.00%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |   1200000 | PA      | $1185344.14   | 0.00%             | 2027-02-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2021C                                                                         | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $70204.99     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| IsDB Trust Services No. 2 SARL                                                   | IsDB Trust Services No. 2 SARL                                                                                                | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |   1700000 | PA      | $1747849.06   | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1004726.72   | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034539.51   | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    615000 | PA      | $366794.73    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BRK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879151 | PA      | $799813.60    | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                                                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    985000 | PA      | $997347.65    | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2027234.11   | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517916.32    | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                                                         | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $607127.38    | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1077267.07   | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $377560.09    | 0.00%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1664190.00   | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177710.61    | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XS6Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9351 | PA      | $9532.64      | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   2600000 | PA      | $1624330.90   | 0.00%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   4115000 | PA      | $3697786.50   | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79165000 | PA      | $80101991.99  | 0.23%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                                     | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    540000 | PA      | $551287.33    | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    485000 | PA      | $543060.21    | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    985000 | PA      | $800254.14    | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   2000000 | PA      | $1786832.32   | 0.01%             | 2031-05-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2025-2, Class A3                                                   | CUSIP: 362549AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403118.54    | 0.00%             | 2030-04-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2208000 | PA      | $2136089.48   | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBD5<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $776316.62    | 0.00%             | 2061-04-22      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1300837.53   | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Votorantim Cimentos International SA                                             | Votorantim Cimentos International SA                                                                                          | CUSIP: N/A<br>LEI: 635400TDXGDD6FQOI583       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $451613.62    | 0.00%             | 2041-04-05      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Adecoagro SA                                                                     | Adecoagro SA                                                                                                                  | CUSIP: N/A<br>LEI: 529900Q00UR5LFELO811       | Long             | DBT              | CORP              | LU        |    500000 | PA      | $486925.37    | 0.00%             | 2032-07-29      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2607067.08   | 0.01%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    725000 | PA      | $751344.04    | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    767809 | PA      | $720759.55    | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    380000 | PA      | $406847.62    | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                                                                     | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    825000 | PA      | $670603.92    | 0.00%             | 2047-04-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| China Everbright Bank Co. Ltd.                                                   | China Everbright Bank Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300WVNR4RWTGIV379       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $600337.05    | 0.00%             | 2027-05-14      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                                | Mitsubishi HC Finance America LLC                                                                                             | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    385000 | PA      | $395180.75    | 0.00%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    275000 | PA      | $232180.99    | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    711000 | PA      | $674105.95    | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    690000 | PA      | $708939.79    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2060000 | PA      | $2038923.17   | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| JT International Financial Services BV                                           | JT International Financial Services BV                                                                                        | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $458569.38    | 0.00%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22056 | PA      | $21552.60     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $1826415.63   | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23171886 | PA      | $17994522.15  | 0.05%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                      | Volkswagen Auto Lease Trust, Series 2025-A, Class A3                                                                          | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504506.21    | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BG1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    495000 | PA      | $484255.41    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336236.45    | 0.00%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    790000 | PA      | $818465.43    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    835000 | PA      | $848218.14    | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    875000 | PA      | $869368.02    | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    280000 | PA      | $251285.59    | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    655000 | PA      | $680950.75    | 0.00%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    425000 | PA      | $486868.17    | 0.00%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust                               | Gm Financial Consumer Automobile Receivables Trust, Series 2025-3, Class A4                                                   | CUSIP: 379957AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505706.13    | 0.00%             | 2031-09-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    865000 | PA      | $886066.69    | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    880000 | PA      | $890970.07    | 0.00%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128636.03    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    685000 | PA      | $522667.32    | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4240768 | PA      | $3917850.97   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $605700.12    | 0.00%             | 2027-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82415000 | PA      | $52075978.13  | 0.15%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    800000 | PA      | $768556.86    | 0.00%             | 2030-04-04      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | Cencosud SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $424922.72    | 0.00%             | 2045-02-12      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| First Citizens BancShares, Inc.                                                  | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289030.31    | 0.00%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $737078.88    | 0.00%             | 2053-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    753000 | PA      | $668849.73    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1070222.12   | 0.00%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    365000 | PA      | $348860.19    | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280535.61    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                                 | SK Invictus Intermediate II SARL                                                                                              | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    755000 | PA      | $744316.38    | 0.00%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty. Ltd.                                               | Pacific National Finance Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |    400000 | PA      | $396895.58    | 0.00%             | 2028-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Catholic Health Services of Long Island Obligated Group                          | Catholic Health Services of Long Island Obligated Group, Series 2020                                                          | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $351431.68    | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    239000 | PA      | $257720.44    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    950000 | PA      | $964301.62    | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UBF6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349966.75    | 0.00%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    864000 | PA      | $612053.71    | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                            | Protective Life Corp.                                                                                                         | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    717000 | PA      | $718736.25    | 0.00%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    610000 | PA      | $585781.11    | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                                | Knife River Corp.                                                                                                             | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $463834.76    | 0.00%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    485000 | PA      | $497609.44    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                       | Crowdstrike Holdings, Inc.                                                                                                    | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    752000 | PA      | $719392.95    | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225871.86    | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    530000 | PA      | $469042.96    | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1190030.87   | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $178728.46    | 0.00%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    775000 | PA      | $791546.74    | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    615000 | PA      | $607576.57    | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 13-A                                                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    555000 | PA      | $426804.84    | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Armor Holdco, Inc.                                                               | Armor Holdco, Inc.                                                                                                            | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362331.61    | 0.00%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2921000 | PA      | $2906140.29   | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                        | Main Street Capital Corp.                                                                                                     | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100584.01    | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $631635.52    | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    494000 | PA      | $493961.11    | 0.00%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1343000 | PA      | $1225272.52   | 0.00%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    746000 | PA      | $715154.23    | 0.00%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PBC7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1100000 | PA      | $682054.67    | 0.00%             | 2061-08-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4080977 | PA      | $3310796.25   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1760000 | PA      | $1798386.58   | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2016-1, Class AA                                                                 | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150755 | PA      | $148537.82    | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    740000 | PA      | $781906.42    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                     | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $402598.67    | 0.00%             | 2049-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    730000 | PA      | $749393.42    | 0.00%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 229                                                                           | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    230000 | PA      | $168363.24    | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    730000 | PA      | $750109.68    | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAK1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1183564.79   | 0.00%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131438.11    | 0.00%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484703.57    | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1150000 | PA      | $1083783.46   | 0.00%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2392494.34   | 0.01%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $639536.28    | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 39                                                                                     | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    530000 | PA      | $440166.67    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   1995000 | PA      | $2019653.37   | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1580000 | PA      | $1552494.69   | 0.00%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1901129.50   | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    460000 | PA      | $377019.26    | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    480000 | PA      | $479811.89    | 0.00%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                                      | B3 SA - Brasil Bolsa Balcao                                                                                                   | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | DBT              | CORP              | BR        |    800000 | PA      | $749145.58    | 0.00%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $620377.01    | 0.00%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                                                                     | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    390000 | PA      | $381146.87    | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $883176.63    | 0.00%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1279939.22   | 0.00%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3094279.93   | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    953000 | PA      | $743539.82    | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1219913.63   | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    445000 | PA      | $396171.25    | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1019149.27   | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard International Finance LLC                                          | Pernod Ricard International Finance LLC                                                                                       | CUSIP: 71427QAC2<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    418000 | PA      | $248550.71    | 0.00%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    415000 | PA      | $425770.45    | 0.00%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    195000 | PA      | $156931.56    | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    554000 | PA      | $565508.43    | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1260387.39   | 0.00%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    320000 | PA      | $289759.88    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    645000 | PA      | $634176.29    | 0.00%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319526.13    | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barrick International Barbados Corp.                                             | Barrick International Barbados Corp.                                                                                          | CUSIP: 06849AAB5<br>LEI: 549300Q10KSESPW7OK85 | Long             | DBT              | CORP              | BB        |    585000 | PA      | $641675.72    | 0.00%             | 2036-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    885000 | PA      | $886637.03    | 0.00%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    855000 | PA      | $763339.23    | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 213800LOV39TJH6YQY23       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $399991.28    | 0.00%             | 2030-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    681470 | PA      | $639466.37    | 0.00%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461098.32    | 0.00%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1530671.86   | 0.00%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3427829.72   | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    875000 | PA      | $884179.35    | 0.00%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    545000 | PA      | $515616.45    | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    546000 | PA      | $420935.65    | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2800000 | PA      | $2796633.82   | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1973000 | PA      | $1280778.71   | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    420000 | PA      | $428245.23    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    387000 | PA      | $409062.09    | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    880000 | PA      | $906209.64    | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nan Fung Treasury Ltd.                                                           | Nan Fung Treasury Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900S3BMA32ATT9Q05       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $565457.15    | 0.00%             | 2030-08-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    735000 | PA      | $759591.44    | 0.00%             | 2030-03-05      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $479184.02    | 0.00%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    168000 | PA      | $179394.33    | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387972.69    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K739, Class A2                      | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5656653 | PA      | $5473390.20   | 0.02%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    710000 | PA      | $741154.08    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    795000 | PA      | $804910.74    | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221792.36    | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    281000 | PA      | $272096.19    | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    480000 | PA      | $495806.37    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    647000 | PA      | $579957.53    | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1697592.34   | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651624.87    | 0.00%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473922.20    | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 55608PBZ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    585000 | PA      | $586204.86    | 0.00%             | 2028-02-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    680000 | PA      | $713817.61    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    805000 | PA      | $689952.32    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    947000 | PA      | $676246.88    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    943000 | PA      | $625495.25    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Dar Al-Arkan Sukuk Co. Ltd.                                                      | Dar Al-Arkan Sukuk Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $612599.87    | 0.00%             | 2030-07-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10814 | PA      | $10745.26     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $581318.47    | 0.00%             | 2029-08-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    673000 | PA      | $639402.49    | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    580000 | PA      | $644661.40    | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    695000 | PA      | $711682.18    | 0.00%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    915000 | PA      | $957426.20    | 0.00%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3810000 | PA      | $3803552.66   | 0.01%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    865000 | PA      | $894824.94    | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    580000 | PA      | $560631.00    | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BJ8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |    385000 | PA      | $383428.00    | 0.00%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | Rexford Industrial Realty LP                                                                                                  | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    665000 | PA      | $595166.18    | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                                                                   | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248937.96   | 0.00%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals, Series 2019                                                                                      | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $745436.96    | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Sagicor Financial Co. Ltd.                                                       | Sagicor Financial Co. Ltd.                                                                                                    | CUSIP: 78669QAA8<br>LEI: 984500P7FADAA3A50B04 | Long             | DBT              | CORP              | BM        |    465000 | PA      | $464514.21    | 0.00%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $754270.86    | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VI LLC                                                     | KKR Group Finance Co. VI LLC                                                                                                  | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1235372.69   | 0.00%             | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2168847.06   | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                                                     | Rivers Enterprise Lender LLC                                                                                                  | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $279219.53    | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    910000 | PA      | $958091.52    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    540000 | PA      | $547589.16    | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557632.86    | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The), Series A                                                                                           | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    379000 | PA      | $429889.71    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                       | Evergy Missouri West, Inc.                                                                                                    | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661723.44    | 0.00%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    555000 | PA      | $456341.51    | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    805000 | PA      | $798901.82    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1264461.89   | 0.00%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RBE5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1009629.48   | 0.00%             | 2035-07-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                               | Cerdia Finanz GmbH                                                                                                            | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    890000 | PA      | $913524.84    | 0.00%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    950000 | PA      | $947604.72    | 0.00%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77898.81     | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3184376.36   | 0.01%             | 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        |   2155000 | PA      | $2152886.17   | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399132.65    | 0.00%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1085000 | PA      | $1076150.55   | 0.00%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1546650.97   | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122826 | PA      | $122443.59    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Basin Electric Power Cooperative                                                 | Basin Electric Power Cooperative                                                                                              | CUSIP: 070101AH3<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    428000 | PA      | $373166.59    | 0.00%             | 2047-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    145000 | PA      | $119763.81    | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3000000 | PA      | $2873243.79   | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    805000 | PA      | $810371.73    | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45065 | PA      | $43715.95     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                                                                 | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1275867.64   | 0.00%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    895000 | PA      | $651008.53    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    630000 | PA      | $650475.14    | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    600000 | PA      | $588330.59    | 0.00%             | 2032-11-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1398170.20   | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JobsOhio Beverage System, Series 2013B                                                                                        | CUSIP: 47770VCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $323426.37    | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249394.63    | 0.00%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                                        | Cboe Global Markets, Inc.                                                                                                     | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    460000 | PA      | $426816.45    | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    721169 | PA      | $600783.97    | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-C2, Class A4                                                                                | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2475000 | PA      | $2465767.80   | 0.01%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority, Series 2019T                                                                                      | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    350000 | PA      | $319642.99    | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $549720.53    | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $941900.47    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                                   | Texas Natural Gas Securitization Finance Corp., Series 2023A-1                                                                | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1582511 | PA      | $1634127.98   | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    665000 | PA      | $699877.05    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    960000 | PA      | $927954.98    | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    662000 | PA      | $656384.90    | 0.00%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    575000 | PA      | $411919.49    | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2043000 | PA      | $1868070.34   | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1358576.03   | 0.00%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $613667.96    | 0.00%             | 2029-02-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68124.56     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2218254.29   | 0.01%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                              | Lightning Power LLC                                                                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1575474.00   | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    670000 | PA      | $590704.17    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAT3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $180596.86    | 0.00%             | 2032-04-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    943000 | PA      | $947774.28    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    375000 | PA      | $413284.16    | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $978349.72    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370273.89    | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $326835.10    | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2097778 | PA      | $1809668.76   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $799197.34    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $463576.57    | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                | Choice Hotels International, Inc.                                                                                             | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    530000 | PA      | $516967.77    | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    555000 | PA      | $485637.38    | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2B1<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2000000 | PA      | $1739668.70   | 0.00%             | 2030-10-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    630000 | PA      | $665726.88    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    345000 | PA      | $365540.17    | 0.00%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    478000 | PA      | $533490.86    | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| National Life Insurance Co.                                                      | National Life Insurance Co.                                                                                                   | CUSIP: 636792AB9<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54646.48     | 0.00%             | 2068-07-19      | Variable      | 5.25%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1440567.23   | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1460000 | PA      | $1555643.74   | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30922000 | PA      | $31223972.66  | 0.09%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    580000 | PA      | $590508.16    | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1103387.53   | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1324270.12   | 0.00%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 121094000 | PA      | $124916029.38 | 0.36%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1735302.85   | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Philippines                                                          | Republic of Philippines                                                                                                       | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1070000 | PA      | $1178389.11   | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1006954.11   | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |   1055967 | PA      | $1029505.15   | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    565600 | PA      | $468061.85    | 0.00%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460708.98    | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300OGSFI8KL1WUU09       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $395766.29    | 0.00%             | 2029-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2826154 | PA      | $2861611.75   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    638000 | PA      | $506189.22    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5512000 | PA      | $4405235.64   | 0.01%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2327400.76   | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   2350000 | PA      | $1776297.21   | 0.01%             | 2041-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1405752.58   | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254747 | PA      | $246573.38    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central American Bottling Corp.                                                  | Central American Bottling Corp.                                                                                               | CUSIP: N/A<br>LEI: 549300DT8SH0CF6BTT37       | Long             | DBT              | CORP              | VG        |   1034000 | PA      | $1027294.93   | 0.00%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236228 | PA      | $192649.62    | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1025381.59   | 0.00%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLJ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7516605 | PA      | $6434968.16   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $312418.30    | 0.00%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1040000 | PA      | $1081888.72   | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                       | Carpenter Technology Corp.                                                                                                    | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558808.24    | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1640436.11   | 0.00%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Community Health Network, Inc.                                                   | Community Health Network, Inc., Series 20-A                                                                                   | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $370418.77    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    515000 | PA      | $510926.95    | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  42071976 | PA      | $34344009.06  | 0.10%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    695000 | PA      | $506956.20    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SC Johnson & Son, Inc.                                                           | SC Johnson & Son, Inc.                                                                                                        | CUSIP: 78408LAA5<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |    265000 | PA      | $215505.08    | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd.                                                                 | CBQ Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800FNEMX56U9OHK56       | Long             | DBT              | CORP              | BM        |    400000 | PA      | $400014.47    | 0.00%             | 2030-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    390000 | PA      | $307577.88    | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $300810.45    | 0.00%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $830161.54    | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    525000 | PA      | $538980.31    | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                      | RenaissanceRe Holdings Ltd.                                                                                                   | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    920000 | PA      | $960837.15    | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology, Series G                                                                               | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    451000 | PA      | $258497.52    | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1485589.93   | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1574527.81   | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    878000 | PA      | $795157.10    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1065664.05   | 0.00%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2025-4, Class A                                                          | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1517934.03   | 0.00%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    560000 | PA      | $355139.16    | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $811955.17    | 0.00%             | 2028-06-06      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67844000 | PA      | $40982016.25  | 0.12%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    555000 | PA      | $561421.99    | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                        | Piedmont Healthcare, Inc.                                                                                                     | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    561000 | PA      | $356764.87    | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    285000 | PA      | $256298.25    | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $765761.50    | 0.00%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                         | Province of Saskatchewan                                                                                                      | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    415000 | PA      | $426192.33    | 0.00%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1227239.02   | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7867539 | PA      | $8005177.45   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8393520 | PA      | $7516275.33   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clifford Capital Credit Solutions Pte. Ltd.                                      | Clifford Capital Credit Solutions Pte. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300H4QHGSBXBALF78       | Long             | DBT              | NUSS              | SG        |    200000 | PA      | $197984.04    | 0.00%             | 2028-03-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    575000 | PA      | $605278.86    | 0.00%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                                          | CUSIP: N/A<br>LEI: 549300MKPIRSJD8SB782       | Long             | DBT              | CORP              | AR        |    850000 | PA      | $909360.71    | 0.00%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    653000 | PA      | $552027.92    | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1610762 | PA      | $1619590.17   | 0.00%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Affinity Interactive                                                             | Affinity Interactive                                                                                                          | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $278945.59    | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    726000 | PA      | $734301.73    | 0.00%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                   | TR Finance LLC                                                                                                                | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436543.84    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    697000 | PA      | $626100.96    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    900000 | PA      | $901746.17    | 0.00%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2167241 | PA      | $2011818.65   | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    437000 | PA      | $391582.96    | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global plc                                                      | Biocon Biologics Global plc                                                                                                   | CUSIP: N/A<br>LEI: 254900PMQN51VACG2D55       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $811016.15    | 0.00%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2600000 | PA      | $2323469.98   | 0.01%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CB8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493226.34    | 0.00%             | 2033-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    333000 | PA      | $204596.08    | 0.00%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1013187.39   | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82687600 | PA      | $83375586.67  | 0.24%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408041.12    | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A4                                                   | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1177725.98   | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                                           | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    670000 | PA      | $711159.45    | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series VVV                                                                                      | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1159500 | PA      | $1035120.32   | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35443000 | PA      | $35742050.31  | 0.10%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $598279.31    | 0.00%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                              | Azorra Finance Ltd.                                                                                                           | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    465000 | PA      | $487143.18    | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    388000 | PA      | $361133.06    | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $1805286.48   | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |   1750000 | PA      | $1267399.21   | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    878615 | PA      | $757793.40    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    585000 | PA      | $621253.41    | 0.00%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    783000 | PA      | $853440.92    | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co. International Ltd.                                    | Tengizchevroil Finance Co. International Ltd.                                                                                 | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | BM        |    700000 | PA      | $649025.92    | 0.00%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    484000 | PA      | $477582.53    | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510838.42    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1413130.13   | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust, Series 2024-D, Class B                                                                          | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2038917.08   | 0.01%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818988.08    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    316596 | PA      | $297195.78    | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $475778.54    | 0.00%             | 2035-09-29      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392783.33    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    675000 | PA      | $672091.02    | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    905000 | PA      | $917496.94    | 0.00%             | 2030-05-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1503228.70   | 0.00%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1300000 | PA      | $1302889.68   | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                                          | Victoria's Secret & Co.                                                                                                       | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    710000 | PA      | $694866.31    | 0.00%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1623196.47   | 0.00%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $1011491.81   | 0.00%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    755000 | PA      | $755962.93    | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    830000 | PA      | $860119.76    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   2900000 | PA      | $2917092.49   | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    925000 | PA      | $913388.91    | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K750, Class A2                      | CUSIP: 3137H9D71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1942617.55   | 0.01%             | 2029-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1351651.75   | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $333169.16    | 0.00%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1086006.70   | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | Duke University, Series 2020                                                                                                  | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    290000 | PA      | $186382.11    | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AW9<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    420000 | PA      | $416786.19    | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1061039.17   | 0.00%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    505000 | PA      | $490520.72    | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | Oregon School Boards Association, Series 2003B                                                                                | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     74754 | PA      | $76345.61     | 0.00%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1000000 | PA      | $898251.46    | 0.00%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1615576.45   | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA, Series XR                                                                                                | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    670000 | PA      | $663165.46    | 0.00%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 34                                                                                     | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    488000 | PA      | $331144.78    | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1265665 | PA      | $1171530.97   | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 302508AQ9<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1120319.16   | 0.00%             | 2029-06-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1063551.38   | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    635000 | PA      | $644951.51    | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    420000 | PA      | $358880.20    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JM4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282071 | PA      | $264558.87    | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                                                   | Stora Enso OYJ                                                                                                                | CUSIP: 86210MAC0<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    390000 | PA      | $430375.10    | 0.00%             | 2036-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | Synchrony Card Funding LLC, Series 2025-A2, Class A                                                                           | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1516531.13   | 0.00%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3218092.55   | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    475000 | PA      | $467304.00    | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1530977.38   | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1515671.74   | 0.00%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447101.06    | 0.00%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    555000 | PA      | $548974.12    | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    817000 | PA      | $866973.26    | 0.00%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    631000 | PA      | $501381.55    | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                      | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1066746.56   | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    690000 | PA      | $700554.87    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp., Series B                                                                                               | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    725000 | PA      | $804890.38    | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29973 | PA      | $27267.42     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    600000 | PA      | $621233.39    | 0.00%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    582000 | PA      | $551551.19    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    429000 | PA      | $295052.16    | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410LUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64160 | PA      | $63359.09     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1236325.67   | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    355000 | PA      | $378564.37    | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $246268.38    | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $532972.20    | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    232000 | PA      | $261199.11    | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $647728.04    | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $978746.78    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    355000 | PA      | $241128.42    | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust                          | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class B                                            | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    834000 | PA      | $820212.44    | 0.00%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                  | Gap, Inc. (The)                                                                                                               | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    860000 | PA      | $796786.81    | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2447000 | PA      | $2707498.27   | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1086568.98   | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $633908.78    | 0.00%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2600000 | PA      | $2073488.27   | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326449 | PA      | $323474.26    | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1071281.98   | 0.00%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $374695.33    | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| China Cinda Finance 2017 I Ltd.                                                  | China Cinda Finance 2017 I Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300FRGSV52FLG5T09       | Long             | DBT              | CORP              | VG        |   1200000 | PA      | $1213682.80   | 0.00%             | 2028-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    650000 | PA      | $674768.62    | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1468472.76   | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    485000 | PA      | $406783.41    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1289050.86   | 0.00%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                               | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    525000 | PA      | $521331.45    | 0.00%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $577187.26    | 0.00%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    865000 | PA      | $879804.38    | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                                               | SBL Holdings, Inc.                                                                                                            | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    540000 | PA      | $519931.76    | 0.00%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2058079 | PA      | $1927344.11   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    935000 | PA      | $955051.91    | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    645000 | PA      | $578766.07    | 0.00%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486768.39    | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                              | Jazz Securities DAC                                                                                                           | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1480000 | PA      | $1456689.99   | 0.00%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3927000 | PA      | $4016803.41   | 0.01%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6996704 | PA      | $6020733.41   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36734000 | PA      | $33519775.00  | 0.10%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $1002878.83   | 0.00%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1338675.92   | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    567000 | PA      | $544124.67    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    903000 | PA      | $683397.06    | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14300000 | PA      | $10892578.13  | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    480000 | PA      | $507310.13    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $377016.98    | 0.00%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $948126.25    | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12186670 | PA      | $11632080.89  | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    633000 | PA      | $512018.64    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $388916.15    | 0.00%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C17, Class C                                                                                | CUSIP: 054976AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $457551.60    | 0.00%             | 2055-09-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    493000 | PA      | $427675.10    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    405000 | PA      | $325665.15    | 0.00%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1693438.05   | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    516000 | PA      | $513310.66    | 0.00%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                                   | Methanex Corp.                                                                                                                | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $225082.35    | 0.00%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    853000 | PA      | $920385.50    | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $955073.44    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2000000 | PA      | $2036792.93   | 0.01%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $865638.68    | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3052870.63   | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1381594.98   | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                                     | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    170000 | PA      | $174349.48    | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Almarai Co. JSC                                                                  | Almarai Co. JSC                                                                                                               | CUSIP: N/A<br>LEI: 549300B4EDUXYD2G6098       | Long             | DBT              | CORP              | SA        |    800000 | PA      | $815274.09    | 0.00%             | 2033-07-25      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    485000 | PA      | $483487.94    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                     | Evergy, Inc.                                                                                                                  | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15414.75     | 0.00%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1054531.82   | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series HH                                                                                       | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    760000 | PA      | $704953.92    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                                               | Kyrgyz Republic International Bond                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KG        |    600000 | PA      | $623023.62    | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                                             | Mativ Holdings, Inc.                                                                                                          | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418438.69    | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302021.28    | 0.00%             | 2027-09-13      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    971000 | PA      | $981343.46    | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAM5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1780000 | PA      | $1310504.97   | 0.00%             | 2046-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC                                                                                                    | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $938613.33    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1020000 | PA      | $809545.21    | 0.00%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    890000 | PA      | $903859.39    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    695000 | PA      | $680466.96    | 0.00%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9473550 | PA      | $7356846.53   | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    535000 | PA      | $550544.75    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    730000 | PA      | $789244.89    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Shanghai Port Group BVI Development 2 Co. Ltd.                                   | Shanghai Port Group BVI Development 2 Co. Ltd.                                                                                | CUSIP: N/A<br>LEI: 300300H5N2QPO1NZL057       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $933090.06    | 0.00%             | 2030-07-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AIR Lease Corp. Sukuk Ltd.                                                       | AIR Lease Corp. Sukuk Ltd.                                                                                                    | CUSIP: 00914QAA5<br>LEI: 549300FDSPH65OVJVS35 | Long             | DBT              | CORP              | KY        |    430000 | PA      | $439725.90    | 0.00%             | 2028-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11735370 | PA      | $11373685.55  | 0.03%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                                                   | MAF Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $601061.81    | 0.00%             | 2029-05-14      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                                                           | Sekisui House US, Inc.                                                                                                        | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    525000 | PA      | $494690.51    | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   3450000 | PA      | $3269726.07   | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    429000 | PA      | $371915.37    | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ICICI Bank Ltd.                                                                  | ICICI Bank Ltd.                                                                                                               | CUSIP: 45112FAM8<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $495523.22    | 0.00%             | 2027-12-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    425000 | PA      | $467090.08    | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    305790 | PA      | $294515.10    | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    705000 | PA      | $684902.67    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    880000 | PA      | $895360.78    | 0.00%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    554000 | PA      | $623617.45    | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust, Series 2024-2, Class B                                                                          | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250913.36    | 0.00%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    822000 | PA      | $726359.73    | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                                             | Enact Holdings, Inc.                                                                                                          | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    560000 | PA      | $586946.18    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1248708.11   | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329490.44    | 0.00%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    795000 | PA      | $800819.85    | 0.00%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EX2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1250000 | PA      | $1231251.71   | 0.00%             | 2036-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529063.85    | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1470000 | PA      | $1429860.72   | 0.00%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1600000 | PA      | $1692187.81   | 0.00%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Edwards Lifesciences Corp.                                                       | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    885000 | PA      | $890990.50    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1514085.12   | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                                   | Eskom Holdings                                                                                                                | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |    400000 | PA      | $428533.19    | 0.00%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335AUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62963 | PA      | $59532.22     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                                                                | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51283.12     | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    803000 | PA      | $721690.91    | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    460000 | PA      | $483886.76    | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1468825.19   | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2083111 | PA      | $2150892.50   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2582928.26   | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $937065.87    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F020422<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  60172903 | PA      | $55574690.13  | 0.16%             | 2041-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5898637 | PA      | $5910213.99   | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1008895.29   | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8727936 | PA      | $9047264.88   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2021-M13, Class A2                                     | CUSIP: 3136BHMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9050000 | PA      | $8003824.11   | 0.02%             | 2031-04-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance, Inc.                                                      | RenaissanceRe Finance, Inc.                                                                                                   | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    893000 | PA      | $887437.48    | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |    460000 | PA      | $460251.93    | 0.00%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust, Series 2025-P3, Class A3                                                                      | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499952.70    | 0.00%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    570000 | PA      | $614163.55    | 0.00%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217345 | PA      | $210371.68    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730687 | PA      | $734254.03    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    820000 | PA      | $849683.47    | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $409044.02    | 0.00%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1590019.12   | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    319847 | PA      | $292202.80    | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                         | Barbados Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 529900UD1KUUS4SFD905       | Long             | DBT              | NUSS              | BB        |    500000 | PA      | $534627.53    | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2023000 | PA      | $2022755.22   | 0.01%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1600000 | PA      | $1674342.15   | 0.00%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2V0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217443.39    | 0.00%             | 2028-03-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    565000 | PA      | $599133.10    | 0.00%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1243128.24   | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $882357.37    | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   1400000 | PA      | $1463794.01   | 0.00%             | 2033-09-25      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1585863.23   | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2783000 | PA      | $2536923.28   | 0.01%             | 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        |   1326000 | PA      | $1313609.59   | 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        |   1305000 | PA      | $1381550.62   | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255951 | PA      | $234338.14    | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56519000 | PA      | $56843542.70  | 0.16%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                                  | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719530.35    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |    600000 | PA      | $447572.16    | 0.00%             | 2059-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    780000 | PA      | $699124.78    | 0.00%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   2020000 | PA      | $2015995.90   | 0.01%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2818 | PA      | $2642.69      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3000000 | PA      | $2342744.75   | 0.01%             | 2060-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia (The)                                        | Children's Hospital of Philadelphia (The), Series 2020                                                                        | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    305000 | PA      | $188972.17    | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1503982.99   | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class B                                                               | CUSIP: 95004TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $259222.72    | 0.00%             | 2058-10-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    865000 | PA      | $889323.18    | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tierra Mojada Luxembourg II SARL                                                 | Tierra Mojada Luxembourg II SARL                                                                                              | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |    654496 | PA      | $642230.08    | 0.00%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $2932161.26   | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3593706 | PA      | $3365423.48   | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1081459.05   | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Sabesp Lux SARL                                                                  | Sabesp Lux SARL                                                                                                               | CUSIP: N/A<br>LEI: 984500C7VFFH4QD3B757       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $403569.29    | 0.00%             | 2030-08-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2812621 | PA      | $2909972.47   | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    760000 | PA      | $705681.94    | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNB Funding Ltd.                                                                 | SNB Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300PT73WJRNMAKE44       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $602303.67    | 0.00%             | 2030-03-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    400000 | PA      | $429736.08    | 0.00%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EHRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       368 | PA      | $366.00       | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2018125.97   | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   1100000 | PA      | $1128263.97   | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91262.62     | 0.00%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg SARL                                                               | FS Luxembourg SARL                                                                                                            | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $195917.48    | 0.00%             | 2036-02-11      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CFAMC III Co. Ltd.                                                               | CFAMC III Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $602197.85    | 0.00%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Co. SAOC                                                           | Mazoon Assets Co. SAOC                                                                                                        | CUSIP: N/A<br>LEI: 6354003TDIRN5Y6LJP91       | Long             | DBT              | CORP              | OM        |    400000 | PA      | $402656.50    | 0.00%             | 2027-11-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $977563.88    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    955000 | PA      | $986049.21    | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $242396.47    | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437332.51    | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBP9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $517020.51    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    450000 | PA      | $498640.68    | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428727 | PA      | $364409.09    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAQ3<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $809324.34    | 0.00%             | 2030-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    694000 | PA      | $640007.02    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    445000 | PA      | $330105.10    | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584129.82    | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAE0<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $253836.15    | 0.00%             | 2051-02-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    878000 | PA      | $936809.60    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                   | Sales Tax Securitization Corp., Series 2021B                                                                                  | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $826562.96    | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1945000 | PA      | $1736344.08   | 0.00%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1351530.31   | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1693000 | PA      | $1525023.39   | 0.00%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2142964.05   | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    595000 | PA      | $587373.42    | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $510542.97    | 0.00%             | 2031-05-27      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Capital Power US Holdings, Inc.                                                  | Capital Power US Holdings, Inc.                                                                                               | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $88999.46     | 0.00%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $899253.83    | 0.00%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CR8<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |     65000 | PA      | $64714.71     | 0.00%             | 2030-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |   1385000 | PA      | $1405346.68   | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    350000 | PA      | $347438.72    | 0.00%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    710000 | PA      | $751803.85    | 0.00%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3887095 | PA      | $3957110.42   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4040000 | PA      | $3564060.78   | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    520000 | PA      | $518355.20    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GCC SAB de CV                                                                    | GCC SAB de CV                                                                                                                 | CUSIP: N/A<br>LEI: 254900WY9XL8033CKX68       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $373265.19    | 0.00%             | 2032-04-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XTDJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8546914 | PA      | $7314365.05   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    959923 | PA      | $945711.65    | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | Kansas Development Finance Authority, Series 2021K                                                                            | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    420000 | PA      | $296947.77    | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2461991.41   | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp.                                                            | SSM Health Care Corp.                                                                                                         | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324690.70    | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1077686.52   | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526032.86    | 0.00%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266332.66    | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   3589000 | PA      | $2923389.68   | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    806000 | PA      | $650731.11    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16746489 | PA      | $13736456.36  | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                                          | Mohawk Industries, Inc.                                                                                                       | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    800000 | PA      | $834293.09    | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2180259.01   | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1000000 | PA      | $1031073.12   | 0.00%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    785000 | PA      | $695006.10    | 0.00%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: 73928RAA4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $627712.56    | 0.00%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   2800000 | PA      | $2751385.06   | 0.01%             | 2033-05-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $868104.57    | 0.00%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal, Series H                                                                                                    | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1310000 | PA      | $1326313.89   | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater               | San Francisco City & County Public Utilities Commission Wastewater, Series 2024A                                              | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $415564.05    | 0.00%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                                                | WBI Operating LLC                                                                                                             | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $645991.12    | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    621000 | PA      | $705558.77    | 0.00%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                                       | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $627373.33    | 0.00%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    635000 | PA      | $658792.28    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1083864.05   | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1099005.05   | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    830000 | PA      | $855826.47    | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $926829.33    | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   1150000 | PA      | $1007635.43   | 0.00%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233646 | PA      | $211821.12    | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                       | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $470228.95    | 0.00%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1399149.51   | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y63F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31325 | PA      | $32005.03     | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1057000 | PA      | $1014752.60   | 0.00%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQ2A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3347850 | PA      | $3293702.54   | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |   1000000 | PA      | $1031133.22   | 0.00%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1017695.94   | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    540000 | PA      | $467285.67    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13010908 | PA      | $12885311.61  | 0.04%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    920000 | PA      | $922079.86    | 0.00%             | 2028-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    970000 | PA      | $969827.00    | 0.00%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ICD Sukuk Co. Ltd.                                                               | ICD Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 6354009B91BDFKBMT283       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $799572.74    | 0.00%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    825000 | PA      | $822649.61    | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140BK2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3246586 | PA      | $3347736.21   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65904 | PA      | $64619.10     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Co. LLC                                              | Teva Pharmaceutical Finance Co. LLC                                                                                           | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    800000 | PA      | $841069.34    | 0.00%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557344.07    | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2800000 | PA      | $2379482.08   | 0.01%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    980000 | PA      | $870550.09    | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1139102.80   | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    715000 | PA      | $716832.08    | 0.00%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Blackrock Liquidity Tempcash                                                     | BlackRock Liquidity TempCash Funds: Institutional Shares                                                                      | CUSIP: 09248U643<br>LEI: 549300FBEPBRWT48HK66 | Long             | STIV             | RF                | US        | 822110920 | NS      | $822411763.60 | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    735000 | PA      | $734633.87    | 0.00%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $968813.49    | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163850 | PA      | $158499.84    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $132043.10    | 0.00%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    510000 | PA      | $536380.48    | 0.00%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    929000 | PA      | $1005034.17   | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    717000 | PA      | $689905.86    | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | Capital One NA                                                                                                                | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    550000 | PA      | $517782.71    | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US, Inc.                                                      | Arch Capital Group US, Inc.                                                                                                   | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    593000 | PA      | $560109.31    | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2735387 | PA      | $2589888.25   | 0.01%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14114 | PA      | $14658.48     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EP5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49273 | PA      | $48904.75     | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korean Air Lines Co. Ltd.                                                        | Korean Air Lines Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 988400C2UFBF4B660C58       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197571.74    | 0.00%             | 2030-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group, Inc.                                                   | Jacobs Engineering Group, Inc.                                                                                                | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    670000 | PA      | $703500.86    | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                  | Advanced Drainage Systems, Inc.                                                                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    526000 | PA      | $537769.03    | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $612484.81    | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   3000000 | PA      | $3082565.32   | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    855000 | PA      | $877569.73    | 0.00%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    520000 | PA      | $544323.25    | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294702.47    | 0.00%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    697000 | PA      | $681599.51    | 0.00%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73386 | PA      | $71209.98     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    885000 | PA      | $884008.58    | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $2356706.15   | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440808.83    | 0.00%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1115000 | PA      | $1048885.45   | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |   1561000 | PA      | $1719788.71   | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11886021 | PA      | $12063864.37  | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3200000 | PA      | $3500652.95   | 0.01%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    430000 | PA      | $439569.87    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    703000 | PA      | $417562.00    | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1413644.64   | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0YD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5018248 | PA      | $5253942.10   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    933315 | PA      | $971200.37    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19677343.75  | 0.06%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2336966.45   | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1648367.98   | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                                      | Enpro, Inc.                                                                                                                   | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401219.75    | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34399.53     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co.                                                       | Atlantic City Electric Co.                                                                                                    | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    508000 | PA      | $508705.59    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                                                                         | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1049628.78   | 0.00%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8500451 | PA      | $8238467.02   | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V6, Class A3                                                                            | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2927057.23   | 0.01%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1027407.73   | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1121228.05   | 0.00%             | 2030-10-28      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    756000 | PA      | $656941.09    | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2950000 | PA      | $2923201.02   | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                                                                         | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    860000 | PA      | $854527.05    | 0.00%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    990000 | PA      | $790693.42    | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    990000 | PA      | $848964.90    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                        | AHP Health Partners, Inc.                                                                                                     | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    360000 | PA      | $351021.46    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1181657.46   | 0.00%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                                   | Tennessee Gas Pipeline Co. LLC                                                                                                | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $253148.04    | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                             | Shriram Finance Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | DBT              | CORP              | IN        |    800000 | PA      | $817966.51    | 0.00%             | 2027-04-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WF Card Issuance Trust, Series 2025-A1, Class A                                                                               | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3034771.61   | 0.01%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $944420.10    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295118.43    | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    445000 | PA      | $456835.28    | 0.00%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1068088.94   | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1245780.73   | 0.00%             | 2034-04-04      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPWE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3847089 | PA      | $3923712.98   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V6, Class AS                                                                            | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1934317.34   | 0.01%             | 2057-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    369000 | PA      | $359712.45    | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7031072 | PA      | $6639620.84   | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    525000 | PA      | $571460.19    | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1078838.79   | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    425000 | PA      | $299690.48    | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1169082.86   | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECH6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    635000 | PA      | $642351.16    | 0.00%             | 2027-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366656.02    | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    665000 | PA      | $666434.64    | 0.00%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | Nuveen LLC                                                                                                                    | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1253073.39   | 0.00%             | 2028-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                        | Magna International, Inc.                                                                                                     | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    915000 | PA      | $848722.66    | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    670000 | PA      | $661829.45    | 0.00%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1340000 | PA      | $1417035.73   | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |   1600000 | PA      | $1676744.23   | 0.00%             | 2034-03-19      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Penn Mutual Life Insurance Co. (The)                                             | Penn Mutual Life Insurance Co. (The)                                                                                          | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |    675000 | PA      | $446446.03    | 0.00%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $4259371.83   | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    545000 | PA      | $558289.60    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13630717 | PA      | $12303400.32  | 0.04%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    465000 | PA      | $467850.64    | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables Owner Trust, Series 2025-4, Class A3                                                                   | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502026.10    | 0.00%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                                          | Cobra AcquisitionCo LLC                                                                                                       | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    411000 | PA      | $354851.87    | 0.00%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4817281 | PA      | $5060352.89   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    986000 | PA      | $841160.28    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    880000 | PA      | $865002.52    | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                                                                   | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $809537.87    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EU4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10948 | PA      | $10279.31     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings, Inc.                                                             | POSCO Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $417876.90    | 0.00%             | 2035-05-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1311223.36   | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $793790.06    | 0.00%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                           | Republic of Montenegro                                                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |    400000 | PA      | $425606.17    | 0.00%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2592000 | PA      | $1962877.04   | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    514000 | PA      | $552407.19    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $410255.21    | 0.00%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1380000 | PA      | $1431580.25   | 0.00%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    560000 | PA      | $573313.21    | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    920000 | PA      | $889777.72    | 0.00%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    925000 | PA      | $887887.10    | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CSCEC Finance Cayman II Ltd.                                                     | CSCEC Finance Cayman II Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 875500KAF75J5845AA17       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $396819.61    | 0.00%             | 2027-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                          | Latam Airlines Group SA                                                                                                       | CUSIP: N/A<br>LEI: 549300HX3UUDPEFTG707       | Long             | DBT              | CORP              | CL        |    755000 | PA      | $791949.67    | 0.00%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                               | British Airways Pass-Through Trust, Series 2019-1, Class AA                                                                   | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488042 | PA      | $460132.94    | 0.00%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                                            | Far East Horizon Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $613105.42    | 0.00%             | 2027-04-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    995000 | PA      | $968586.03    | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | Montefiore Obligated Group                                                                                                    | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $220373.82    | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                          | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    825000 | PA      | $841780.86    | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                                                                   | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    725000 | PA      | $722495.53    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.                                         | Eastern Gas Transmission & Storage, Inc.                                                                                      | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    664000 | PA      | $637426.00    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synaptics, Inc.                                                                  | Synaptics, Inc.                                                                                                               | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387881.71    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   2000000 | PA      | $2001025.70   | 0.01%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Suntory Holdings Ltd.                                                            | Suntory Holdings Ltd.                                                                                                         | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $573905.09    | 0.00%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381899.74    | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8U52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3830099 | PA      | $3545235.97   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1174062.06   | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021A                                                                       | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $843509.37    | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    565000 | PA      | $570281.64    | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    515000 | PA      | $541204.04    | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1637895.50   | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                              | Alfa Desarrollo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2549006BJAN34R520038       | Long             | DBT              | CORP              | CL        |   1033702 | PA      | $827678.75    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2800000 | PA      | $2733024.89   | 0.01%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 3                                             | Saudi Electricity Global Sukuk Co. 3                                                                                          | CUSIP: N/A<br>LEI: 549300BJ6IA5S2UFVN71       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $986346.45    | 0.00%             | 2044-04-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $499056.56    | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F0UQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3067 | PA      | $3002.72      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    905000 | PA      | $937293.20    | 0.00%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc.                                                   | American Municipal Power, Inc., Series 2010A                                                                                  | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    650000 | PA      | $811501.04    | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    613000 | PA      | $630712.94    | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    580000 | PA      | $569283.29    | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $972252.56    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada, Series US-4                                                                      | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    571000 | PA      | $409293.98    | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261193 | PA      | $256892.68    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    610000 | PA      | $624206.82    | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   1730000 | PA      | $1775340.10   | 0.01%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XXHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161915 | PA      | $151612.93    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $411784.67    | 0.00%             | 2030-05-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $606040.69    | 0.00%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    735000 | PA      | $696858.40    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2889169.14   | 0.01%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    910000 | PA      | $949604.38    | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series A                                                                         | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $335134.83    | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $997094.23    | 0.00%             | 2030-04-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770375.03    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BSF Sukuk Co. Ltd.                                                               | BSF Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 2549001XXO8PLKLMHF84       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $808841.62    | 0.00%             | 2029-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    550000 | PA      | $576999.56    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780EG7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $482978.40    | 0.00%             | 2056-02-21      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    435000 | PA      | $298679.77    | 0.00%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52965000 | PA      | $52737416.02  | 0.15%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    835000 | PA      | $690872.05    | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72048300 | PA      | $73950825.42  | 0.21%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                                   | Comerica, Inc.                                                                                                                | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    420000 | PA      | $417636.30    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1567886.79   | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401214 | PA      | $374006.56    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1031739.97   | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1655797.74   | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8WQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1333166 | PA      | $1106617.66   | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392986.18    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    693000 | PA      | $686931.77    | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1266792.85   | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amsted Industries, Inc.                                                          | Amsted Industries, Inc.                                                                                                       | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    315000 | PA      | $325893.61    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    630000 | PA      | $654725.25    | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                              | Flowers Foods, Inc.                                                                                                           | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    779000 | PA      | $684481.91    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C17, Class A5                                                                               | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493421.42    | 0.00%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUN86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1767434 | PA      | $1855769.93   | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    508000 | PA      | $417642.01    | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                 | American National Global Funding                                                                                              | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $398465.78    | 0.00%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458264 | PA      | $448369.82    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                           | TRI Pointe Homes, Inc.                                                                                                        | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $299131.66    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $806751.45    | 0.00%             | 2030-01-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    535000 | PA      | $493760.00    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    885000 | PA      | $922618.67    | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4561056 | PA      | $4171780.45   | 0.01%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502147.61    | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                             | Samarco Mineracao SA                                                                                                          | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |   4248207 | PA      | $4262561.86   | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                             | Kennedy-Wilson, Inc.                                                                                                          | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    630000 | PA      | $605349.49    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1701447.02   | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    555000 | PA      | $549550.32    | 0.00%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $585374.95    | 0.00%             | 2029-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                               | USAA Capital Corp.                                                                                                            | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166863.25    | 0.00%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    320000 | PA      | $337372.17    | 0.00%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLAR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1344357 | PA      | $1203150.31   | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | 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        |   1240000 | PA      | $1219784.40   | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1205435.78   | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1693000 | PA      | $1813061.22   | 0.01%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484500.00    | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GS4J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5361532 | PA      | $5559187.84   | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1361220.95   | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Binghatti Sukuk 2 Spv Ltd.                                                       | Binghatti Sukuk 2 Spv Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 25490089SSHENI4Z8Y98       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $403384.98    | 0.00%             | 2030-08-07      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1442472.10   | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                      | Sumitomo Life Insurance Co.                                                                                                   | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1011861.50   | 0.00%             | 2034-01-18      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5906077 | PA      | $6019850.53   | 0.02%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    540000 | PA      | $552455.62    | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS Health, Series C                                                                                                     | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    591000 | PA      | $592800.14    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1387516.39   | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXGP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13086728 | PA      | $12098406.55  | 0.03%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2022Q                                                   | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $149997.21    | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356292.22    | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354262.63    | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                             | Sprint Capital Corp.                                                                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3389540.69   | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1097788.74   | 0.00%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    377000 | PA      | $361852.75    | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73058 | PA      | $70667.82     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York & Presbyterian Hospital (The)                                           | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    515000 | PA      | $425838.41    | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $761183.79    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    630000 | PA      | $598221.36    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    810000 | PA      | $518795.96    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $403185.13    | 0.00%             | 2057-12-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E6MN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28692 | PA      | $26196.42     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66620000 | PA      | $62893443.75  | 0.18%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | Morgan Stanley Direct Lending Fund                                                                                            | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69990.28     | 0.00%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $378153.73    | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    455000 | PA      | $576115.28    | 0.00%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sinochem Offshore Capital Co. Ltd.                                               | Sinochem Offshore Capital Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3003004LKKZ33WMP2P47       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $179456.29    | 0.00%             | 2031-09-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                                                                          | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24229.07     | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242845.62    | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1015000 | PA      | $932662.50    | 0.00%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                                 | Trustees of the University of Pennsylvania (The), Series 2020                                                                 | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    310000 | PA      | $182448.65    | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TMS Issuer SARL                                                                  | TMS Issuer SARL                                                                                                               | CUSIP: N/A<br>LEI: 21380092DY1X4BHPMA32       | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1243403.72   | 0.00%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    561000 | PA      | $559538.27    | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8LM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580797 | PA      | $534660.46    | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82664000 | PA      | $82005271.25  | 0.23%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    900000 | PA      | $928493.73    | 0.00%             | 2028-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                             | Republic of Honduras                                                                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |    650000 | PA      | $655199.31    | 0.00%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1311820.21   | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1057152.14   | 0.00%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1136469.38   | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    546000 | PA      | $553261.61    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $603150.13    | 0.00%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74727PAL5<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    900000 | PA      | $1023339.07   | 0.00%             | 2040-01-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1233489.24   | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                      | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    385000 | PA      | $394765.20    | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                                                                     | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   1081000 | PA      | $1078490.89   | 0.00%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    930000 | PA      | $908539.62    | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    885000 | PA      | $903833.24    | 0.00%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $759986.64    | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $873698.47    | 0.00%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1372187.64   | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    332275 | PA      | $112565.39    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    325000 | PA      | $330085.89    | 0.00%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBH5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $89468.35     | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613997.63    | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2115000 | PA      | $2132408.45   | 0.01%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132AEGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1997 | PA      | $1990.71      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series B                                                                                      | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    686000 | PA      | $579225.23    | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group, Inc.                                             | Newfold Digital Holdings Group, Inc.                                                                                          | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    428711 | PA      | $386660.34    | 0.00%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    495000 | PA      | $516243.72    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJ6A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14249876 | PA      | $13875481.25  | 0.04%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | Nuveen LLC                                                                                                                    | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1389830.23   | 0.00%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    730000 | PA      | $755498.29    | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1200000 | PA      | $1225382.51   | 0.00%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                                                                       | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | TR        |   2400000 | PA      | $2505879.29   | 0.01%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1200000 | PA      | $1210233.18   | 0.00%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAG2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015970.77   | 0.00%             | 2028-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $617830.43    | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   2000000 | PA      | $1898155.72   | 0.01%             | 2028-06-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    397000 | PA      | $458736.08    | 0.00%             | 2039-03-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                           | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    465000 | PA      | $454883.37    | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                       | Evergy Missouri West, Inc.                                                                                                    | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561760.43    | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2400000 | PA      | $2350562.38   | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    830000 | PA      | $838246.24    | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | Sammons Financial Group Global Funding                                                                                        | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531776.98    | 0.00%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2006633 | PA      | $1988004.61   | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    795000 | PA      | $799137.89    | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    615000 | PA      | $600517.13    | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WEMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28472 | PA      | $28032.29     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    810000 | PA      | $768704.32    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2936738 | PA      | $3030132.03   | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $790927.03    | 0.00%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1705910.54   | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1069773.58   | 0.00%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1766992.53   | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                                                                       | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    550000 | PA      | $492215.71    | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328089.00    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    680000 | PA      | $692665.94    | 0.00%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1115000 | PA      | $1152994.53   | 0.00%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $16879843.75  | 0.05%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307SD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159844 | PA      | $154926.14    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208072.31    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $246787.92    | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp. A Mutual Legal Reserve Co.                             | Health Care Service Corp. A Mutual Legal Reserve Co.                                                                          | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1020470.15   | 0.00%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    750000 | PA      | $725131.98    | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    780000 | PA      | $829019.51    | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14529943 | PA      | $14774543.41  | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alliance Resource Operating Partners LP                                          | Alliance Resource Operating Partners LP                                                                                       | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $437035.56    | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1588276.81   | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1025000 | PA      | $917922.24    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                                                     | PRIO Luxembourg Holding SARL                                                                                                  | CUSIP: N/A<br>LEI: 2221003VQP4JY7T31H94       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $594140.70    | 0.00%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1072255.47   | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1119908.52   | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    205000 | PA      | $222428.85    | 0.00%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    983698 | PA      | $931844.96    | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1881496.77   | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QQTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6387 | PA      | $6207.17      | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAM8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    658000 | PA      | $625008.21    | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1240000 | PA      | $1182351.42   | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $943957.15    | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | Orlando Health Obligated Group                                                                                                | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $309246.09    | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1253806.66   | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    583000 | PA      | $419193.75    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277563.92    | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $940196.59    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5506232 | PA      | $4516241.42   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1075000 | PA      | $985686.20    | 0.00%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $798494.03    | 0.00%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                      | Kedrion SpA                                                                                                                   | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    813000 | PA      | $803226.06    | 0.00%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $200768.19    | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp., Series B                                                                                           | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600368.41    | 0.00%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $913347.73    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    565000 | PA      | $617195.58    | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $634832.01    | 0.00%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    685000 | PA      | $708036.26    | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2025-5YR16, Class A3                                                                                            | CUSIP: 065934AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1033021.81   | 0.00%             | 2063-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $795793.44    | 0.00%             | 2034-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                                                                     | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   1047000 | PA      | $989361.48    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3125337.12   | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    550000 | PA      | $521356.16    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39907000 | PA      | $39897646.80  | 0.11%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    539000 | PA      | $534806.84    | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1208752.82   | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    565000 | PA      | $499293.12    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    510000 | PA      | $547387.03    | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4268569.26   | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    795000 | PA      | $800898.05    | 0.00%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    735000 | PA      | $734243.76    | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group                                                                                   | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $542138.65    | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                                                        | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    619000 | PA      | $628862.26    | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26425929 | PA      | $25541111.30  | 0.07%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2025-2, Class A                                                          | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1414554.20   | 0.00%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $540176.87    | 0.00%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2121000 | PA      | $2544764.22   | 0.01%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas Internacional SA ESP                                       | Transportadora de Gas Internacional SA ESP                                                                                    | CUSIP: N/A<br>LEI: 529900780HCVLCEM2440       | Long             | DBT              | CORP              | CO        |    400000 | PA      | $406583.53    | 0.00%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                               | Imola Merger Corp.                                                                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1901395.73   | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    799000 | PA      | $724328.75    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3429062.40   | 0.01%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344384.96    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                         | Science Applications International Corp.                                                                                      | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428853.26    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6905079 | PA      | $6482587.02   | 0.02%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1135000 | PA      | $1129073.99   | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1143845.86   | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1190829.85   | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $1002913.33   | 0.00%             | 2031-02-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG Operating Group II LP                                                                                                     | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    625000 | PA      | $649144.62    | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    800000 | PA      | $629264.05    | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1020000 | PA      | $1038243.57   | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    615000 | PA      | $627401.73    | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  92392000 | PA      | $92514708.13  | 0.26%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OneAmerica Financial Partners, Inc.                                              | OneAmerica Financial Partners, Inc.                                                                                           | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |    535000 | PA      | $408640.71    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Viasat, Inc.                                                                     | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599650.59    | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $715342.01    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348623.04    | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218570.92    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust, Series 2025-A1, Class A                                                              | CUSIP: 14041NGF2<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1997780.98   | 0.01%             | 2030-09-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62628PAJ5<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1165000 | PA      | $1183938.36   | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    390000 | PA      | $372050.95    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                                                                    | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $349367.23    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    825000 | PA      | $838616.44    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BN44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463972 | PA      | $434978.15    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                                        | Provincia de Buenos Aires                                                                                                     | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |    750000 | PA      | $533017.14    | 0.00%             | 2037-09-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307RU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83568 | PA      | $81205.39     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class C                                                                  | CUSIP: 17328CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $917103.91    | 0.00%             | 2072-12-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1096268.60   | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    767000 | PA      | $705632.14    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    452000 | PA      | $453479.03    | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    830000 | PA      | $789659.47    | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $2016463.55   | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | Crown Americas LLC                                                                                                            | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    520000 | PA      | $530447.11    | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KHUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11643118 | PA      | $9684871.02   | 0.03%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                                          | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327243.50    | 0.00%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFM9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    615000 | PA      | $621091.12    | 0.00%             | 2027-02-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    920000 | PA      | $960368.67    | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  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        |   1300000 | PA      | $1362898.00   | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Krakatau Posco PT                                                                | Krakatau Posco PT                                                                                                             | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $413212.82    | 0.00%             | 2029-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   2200000 | PA      | $2369521.27   | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III, Inc.                                      | Fresenius Medical Care US Finance III, Inc.                                                                                   | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    975000 | PA      | $868816.38    | 0.00%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                      | Chobani LLC                                                                                                                   | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |    530000 | PA      | $551228.49    | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    730000 | PA      | $759004.09    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2926769.71   | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1400000 | PA      | $1308311.54   | 0.00%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    935000 | PA      | $958909.81    | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AG0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    580000 | PA      | $455219.22    | 0.00%             | 2054-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    775000 | PA      | $785844.88    | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42215000 | PA      | $42792158.20  | 0.12%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BD5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1297973.62   | 0.00%             | 2032-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294614.03    | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                              | Hanover Insurance Group, Inc. (The)                                                                                           | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253303.78    | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Newcastle Coal Infrastructure Group Pty. Ltd.                                    | Newcastle Coal Infrastructure Group Pty. Ltd.                                                                                 | CUSIP: 65106WAB1<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |    513069 | PA      | $505416.83    | 0.00%             | 2031-05-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    583000 | PA      | $451084.04    | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                    | Duquesne Light Holdings, Inc.                                                                                                 | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    343000 | PA      | $339096.23    | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                            | GEO Group, Inc. (The)                                                                                                         | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    675000 | PA      | $706130.58    | 0.00%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11235078 | PA      | $11305051.62  | 0.03%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $696217.82    | 0.00%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    345000 | PA      | $261097.35    | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $406000.00    | 0.00%             | 2035-03-10      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3113000 | PA      | $2809055.56   | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CFE Fibra E                                                                      | CFE Fibra E                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    595001 | PA      | $589244.86    | 0.00%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    810000 | PA      | $801931.17    | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | Keybank National Association                                                                                                  | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1133264.48   | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | Sammons Financial Group Global Funding                                                                                        | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336348.08    | 0.00%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11151175 | PA      | $9173404.37   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    936000 | PA      | $942830.01    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAP4<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $757090.98    | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    950000 | PA      | $879820.31    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    560000 | PA      | $568410.30    | 0.00%             | 2034-01-08      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                     | Valaris Ltd.                                                                                                                  | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1090000 | PA      | $1139270.58   | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp.                                                                                                             | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    617000 | PA      | $576943.87    | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6EN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3351326 | PA      | $3320783.67   | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    425000 | PA      | $450555.48    | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906081.65    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $520914.78    | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    695000 | PA      | $697782.20    | 0.00%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    560000 | PA      | $580821.65    | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                                                                 | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95830.84     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $370932.08    | 0.00%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    875000 | PA      | $886411.72    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                                                                                                                      | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |   1200000 | PA      | $1260637.49   | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending, Inc.                                                    | Carlyle Secured Lending, Inc.                                                                                                 | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61525.43     | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    927000 | PA      | $747926.10    | 0.00%             | 2042-03-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAE8<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    423000 | PA      | $402244.87    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1122008.72   | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $724097.60    | 0.00%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    715000 | PA      | $628768.01    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services plc                                          | Reckitt Benckiser Treasury Services plc                                                                                       | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   1583000 | PA      | $1563403.44   | 0.00%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                                           | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $792133.62    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    970000 | PA      | $969399.20    | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    520000 | PA      | $453895.58    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    730000 | PA      | $638682.95    | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    993892 | PA      | $931925.57    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1078741.29   | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PBA1<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $881376.05    | 0.00%             | 2031-08-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    495000 | PA      | $471683.55    | 0.00%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $261125.06    | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    825000 | PA      | $734642.52    | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey, Series 2019R                                                                      | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    200000 | PA      | $164568.24    | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |   1600000 | PA      | $1644203.96   | 0.00%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |    400000 | PA      | $384949.68    | 0.00%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Guangzhou Development District Holding Group Co. Ltd.                            | Guangzhou Development District Holding Group Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 300300QQG6PN8Y25MV22       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $587702.63    | 0.00%             | 2027-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    655000 | PA      | $647059.54    | 0.00%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| China Southern Power Grid International Finance BVI Co. Ltd.                     | China Southern Power Grid International Finance BVI Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    400000 | PA      | $397971.22    | 0.00%             | 2027-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    834000 | PA      | $825967.26    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3423000 | PA      | $3399432.70   | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1165867.32   | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NFE Financing LLC                                                                | NFE Financing LLC                                                                                                             | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2642282 | PA      | $934508.28    | 0.00%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    830000 | PA      | $824252.00    | 0.00%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1259357.34   | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36409 | PA      | $36446.72     | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital III                                                     | Farmers Exchange Capital III                                                                                                  | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $485932.79    | 0.00%             | 2054-10-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    246000 | PA      | $270730.49    | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $635409.77    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    960000 | PA      | $961441.61    | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                                                                     | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    857000 | PA      | $925704.52    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    860000 | PA      | $883177.97    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |   2174000 | PA      | $2238965.12   | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $425520.15    | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                           | Amkor Technology, Inc.                                                                                                        | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229712.90    | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $112776.53    | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   2785918 | PA      | $2171575.38   | 0.01%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    720000 | PA      | $771196.05    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    747000 | PA      | $741705.89    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    779000 | PA      | $774969.85    | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    565000 | PA      | $492806.42    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    992000 | PA      | $991630.80    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    712000 | PA      | $575929.66    | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $670291.52    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $937840.11    | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C8, Class A3                                                                                | CUSIP: 05552ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338083 | PA      | $324056.76    | 0.00%             | 2053-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228945.86    | 0.00%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XWPW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75685 | PA      | $70964.27     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    605000 | PA      | $605000.08    | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2P5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243475.36    | 0.00%             | 2027-08-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1958244 | PA      | $2041839.80   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    877465 | PA      | $846236.08    | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                            | Grupo Bimbo SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $523079.72    | 0.00%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229974.43    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132GVG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66958 | PA      | $65560.90     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                          | Latam Airlines Group SA                                                                                                       | CUSIP: N/A<br>LEI: 549300HX3UUDPEFTG707       | Long             | DBT              | CORP              | CL        |   1400000 | PA      | $1468372.79   | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370077.74    | 0.00%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wuhan Metro Group Co. Ltd.                                                       | Wuhan Metro Group Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300CGD0XKNKRS4R50       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $399985.30    | 0.00%             | 2027-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                                                   | MTR Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | NUSS              | HK        |   1400000 | PA      | $1403689.34   | 0.00%             | 2055-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    315000 | PA      | $296567.66    | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1012261.30   | 0.00%             | 2029-04-02      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1341000 | PA      | $1309344.14   | 0.00%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319440.49    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hikma Finance USA LLC                                                            | Hikma Finance USA LLC                                                                                                         | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |    600000 | PA      | $601912.99    | 0.00%             | 2030-07-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    755000 | PA      | $800465.14    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    970000 | PA      | $687109.27    | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPD89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16537093 | PA      | $15898807.50  | 0.05%             | 2038-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    881000 | PA      | $879179.35    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3799000 | PA      | $3055490.12   | 0.01%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282441.62    | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1371780.89   | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                                                                     | CUSIP: 801060AE4<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $425745.07    | 0.00%             | 2027-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1302925.33   | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $1074372.27   | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    416000 | PA      | $414613.21    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    585000 | PA      | $496970.74    | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1205312.54   | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2038000 | PA      | $2053439.66   | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BYT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251669 | PA      | $228957.58    | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1048978.62   | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |   1585000 | PA      | $1626310.71   | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    906000 | PA      | $674858.32    | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    975000 | PA      | $972133.40    | 0.00%             | 2034-05-07      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    875000 | PA      | $834893.12    | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2020920 | PA      | $1827731.66   | 0.01%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $664447.60    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    665000 | PA      | $725809.52    | 0.00%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                                    | Phoenix Aviation Capital Ltd.                                                                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     75000 | PA      | $78662.47     | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    950000 | PA      | $853536.93    | 0.00%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    965000 | PA      | $971703.98    | 0.00%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1158265.04   | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    850000 | PA      | $858155.99    | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6225129 | PA      | $5897841.64   | 0.02%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: N/A<br>LEI: 254900748HGC4RBR4O84       | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $394786.71    | 0.00%             | 2029-02-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2675070.67   | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                                                    | Ferrellgas LP                                                                                                                 | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    930000 | PA      | $894283.80    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | 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        |    635000 | PA      | $412703.12    | 0.00%             | 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        |    425000 | PA      | $375657.25    | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610253.23    | 0.00%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc., Series B                                                                                            | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    590000 | PA      | $624458.89    | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    930000 | PA      | $798062.70    | 0.00%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $1764386.15   | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29041 | PA      | $27476.03     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1005000 | PA      | $929495.28    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $564589.53    | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $598247.34    | 0.00%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1105000 | PA      | $1131724.85   | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| JMH Co. Ltd.                                                                     | JMH Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 213800C5GDLSGQEMM574       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $731363.71    | 0.00%             | 2031-04-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1538768.21   | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1279504.96   | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $1383320.29   | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    780000 | PA      | $784218.99    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |   1255000 | PA      | $1273357.74   | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                            | Gray Oak Pipeline LLC                                                                                                         | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $450221.30    | 0.00%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    640000 | PA      | $679834.15    | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $952009.03    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $386376.33    | 0.00%             | 2030-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                                                  | Consensus Cloud Solutions, Inc.                                                                                               | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $450139.85    | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    425000 | PA      | $284818.97    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    917000 | PA      | $544803.97    | 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        |    772000 | PA      | $771160.78    | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $627395.56    | 0.00%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2767000 | PA      | $2452217.02   | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2541399.18   | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California, Series 2017                                                                                | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    483000 | PA      | $386429.95    | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    540000 | PA      | $428434.59    | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-5                                                                                | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $654426.21    | 0.00%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1023458.73   | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    526000 | PA      | $319600.44    | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    950000 | PA      | $952243.07    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    613000 | PA      | $655197.96    | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    850000 | PA      | $808463.68    | 0.00%             | 2029-11-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C29, Class AS                                                                              | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2264176.22   | 0.01%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CoStar Group, Inc.                                                               | CoStar Group, Inc.                                                                                                            | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $931505.23    | 0.00%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAD4<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    675000 | PA      | $573060.50    | 0.00%             | 2048-04-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1031755.42   | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65558RAN9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    600000 | PA      | $600090.76    | 0.00%             | 2030-08-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2050000 | PA      | $1497356.02   | 0.00%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    755000 | PA      | $534263.06    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp.                                                            | Ares Management Corp.                                                                                                         | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    380000 | PA      | $356833.12    | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp.                                                           | KeySpan Gas East Corp.                                                                                                        | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    525000 | PA      | $552301.67    | 0.00%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $217264.27    | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318856.30    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1687182.23   | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    850000 | PA      | $850401.24    | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    765000 | PA      | $810482.61    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                                    | Wilsonart LLC                                                                                                                 | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    535000 | PA      | $487699.85    | 0.00%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| GE Capital International Funding Co. Unlimited Co.                               | GE Capital International Funding Co. Unlimited Co.                                                                            | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    865000 | PA      | $841481.67    | 0.00%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRMT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1266859 | PA      | $1276579.43   | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2786273 | PA      | $2809397.71   | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4098201 | PA      | $3824709.74   | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    384000 | PA      | $388167.11    | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | 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        |    480000 | PA      | $470542.94    | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1235000 | PA      | $1235571.92   | 0.00%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    825000 | PA      | $827328.09    | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39580000 | PA      | $37165001.56  | 0.11%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1279062.27   | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2661000 | PA      | $2368337.72   | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1294355.85   | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    600000 | PA      | $563107.52    | 0.00%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | Dexia SA                                                                                                                      | CUSIP: 25214BBD5<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |    520000 | PA      | $533468.77    | 0.00%             | 2030-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                            | Electronic Arts, Inc.                                                                                                         | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    835000 | PA      | $775606.09    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAD6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1600000 | PA      | $1457542.67   | 0.00%             | 2032-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1369000 | PA      | $1280973.83   | 0.00%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303771.74    | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    690000 | PA      | $755030.20    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19042371 | PA      | $17190596.89  | 0.05%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | Smurfit Westrock Financing DAC                                                                                                | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    370000 | PA      | $380895.05    | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1113493.20   | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | Keybank National Association                                                                                                  | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    434000 | PA      | $427051.57    | 0.00%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2996000 | PA      | $2791737.02   | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11897099 | PA      | $10743444.76  | 0.03%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1656170.27   | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                            | GM Financial Automobile Leasing Trust, Series 2025-1, Class A3                                                                | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1310253.44   | 0.00%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    703000 | PA      | $665303.71    | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |    200000 | PA      | $189916.69    | 0.00%             | 2030-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    761000 | PA      | $646727.19    | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    815000 | PA      | $850322.94    | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 2025                                                                                                    | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    525000 | PA      | $547082.57    | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                         | Pertamina Hulu Energi PT                                                                                                      | CUSIP: 74449AAA9<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |   1000000 | PA      | $1016999.12   | 0.00%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    495000 | PA      | $520525.99    | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   1400000 | PA      | $1238064.71   | 0.00%             | 2045-03-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Sixth Street Specialty Lending, Inc.                                             | Sixth Street Specialty Lending, Inc.                                                                                          | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144023.08    | 0.00%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $1754447.50   | 0.00%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338488.58    | 0.00%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    298849 | PA      | $282883.93    | 0.00%             | 2042-12-20      | 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        |    550000 | PA      | $528059.15    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $956266.65    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573751.42    | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $882828.11    | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1271690.52   | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    848000 | PA      | $840023.31    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    680000 | PA      | $686831.70    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34318000 | PA      | $33854170.78  | 0.10%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    665000 | PA      | $673728.10    | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4892000 | PA      | $4585410.00   | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  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        |   1000000 | PA      | $1003857.50   | 0.00%             | 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        |   3922000 | PA      | $3930140.03   | 0.01%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36862 | PA      | $37873.37     | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    700000 | PA      | $619320.29    | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                                   | Coherent Corp.                                                                                                                | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1001527.67   | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1218675.82   | 0.00%             | 2034-07-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566302.48    | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    656000 | PA      | $594295.87    | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43893000 | PA      | $44523961.88  | 0.13%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    820000 | PA      | $829680.59    | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Export-Import Bank (The)                                                                                              | CUSIP: 00831TAA9<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $556795.88    | 0.00%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1137690.65   | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122587 | PA      | $114940.31    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    625000 | PA      | $642859.56    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    725000 | PA      | $711977.38    | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    519000 | PA      | $430017.36    | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $972596.31    | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2573000 | PA      | $2308341.03   | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1305000 | PA      | $1356294.99   | 0.00%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443023.37    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1722678.28   | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1026693.72   | 0.00%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Export Import Bank of Thailand                                                   | Export-Import Bank of Thailand                                                                                                | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | NUSS              | TH        |    600000 | PA      | $619851.05    | 0.00%             | 2029-05-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    445000 | PA      | $437356.63    | 0.00%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                                     | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1049211.98   | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    780000 | PA      | $809018.40    | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140L6RZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337979 | PA      | $290699.49    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1460000 | PA      | $1468544.81   | 0.00%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1039376.00   | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    620000 | PA      | $521541.30    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    548500 | PA      | $459812.70    | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2801438 | PA      | $2602271.39   | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $808344.71    | 0.00%             | 2028-11-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1181977.36   | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1190096.26   | 0.00%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    445000 | PA      | $459399.60    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                   | Consolidated Energy Finance SA                                                                                                | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    480000 | PA      | $400743.87    | 0.00%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                            | Adnoc Murban Rsc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1004219.80   | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1481229.33   | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498565.23    | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258900 | PA      | $250728.37    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217391.15    | 0.00%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    560000 | PA      | $597843.20    | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1091280.26   | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $614935.13    | 0.00%             | 2027-10-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358806.62    | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MMD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1915357 | PA      | $1923071.90   | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                                                            | Arbor Realty SR, Inc.                                                                                                         | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    480000 | PA      | $440424.85    | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851DF8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    970000 | PA      | $966204.71    | 0.00%             | 2028-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                             | State of Kuwait                                                                                                               | CUSIP: N/A<br>LEI: 549300FSC1YD0D9XX589       | Long             | DBT              | NUSS              | KW        |   4200000 | PA      | $4181386.48   | 0.01%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $497400.49    | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    795000 | PA      | $812159.99    | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    755000 | PA      | $759888.49    | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3666729.68   | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   2100000 | PA      | $2038926.28   | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    615000 | PA      | $448443.21    | 0.00%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $695909.79    | 0.00%             | 2043-01-21      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    865000 | PA      | $904415.56    | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1454128.15   | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $783976.59    | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    755000 | PA      | $798967.45    | 0.00%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1000000 | PA      | $1137247.96   | 0.00%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cascades, Inc.                                                                   | Cascades, Inc.                                                                                                                | CUSIP: 14739LAD4<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217600.17    | 0.00%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBF0<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131843.82    | 0.00%             | 2044-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2700000 | PA      | $2705272.28   | 0.01%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209838.49    | 0.00%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2193035 | PA      | $2296875.07   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85401.48     | 0.00%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $429986.29    | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun SA                                                                                                                     | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $400875.91    | 0.00%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun SA                                                                                                                     | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $754580.66    | 0.00%             | 2030-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Central Plaza Development Ltd.                                                   | Central Plaza Development Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900HLDKFNM2WUVJ54       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $397410.57    | 0.00%             | 2029-04-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115091 | PA      | $114219.35    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                             | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    523000 | PA      | $548060.18    | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4977911 | PA      | $4680903.18   | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1075701.93   | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    933000 | PA      | $912189.77    | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1200000 | PA      | $1389508.97   | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 213800LOV39TJH6YQY23       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $410168.49    | 0.00%             | 2029-11-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74340000 | PA      | $71192165.63  | 0.20%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1003295.92   | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    810000 | PA      | $822003.91    | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    949000 | PA      | $717082.30    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1200000 | PA      | $1109271.74   | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $802832.23    | 0.00%             | 2030-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6301036 | PA      | $6326747.97   | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    795000 | PA      | $808748.72    | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7201167 | PA      | $6727840.61   | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1032966.67   | 0.00%             | 2028-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                                | Boise Cascade Co.                                                                                                             | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    435000 | PA      | $433775.40    | 0.00%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1117626.35   | 0.00%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3360000 | PA      | $3380383.82   | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1046710.57   | 0.00%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises, Inc.                                                       | Colonial Enterprises, Inc.                                                                                                    | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631000 | PA      | $593805.53    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SP Group Treasury Pte. Ltd.                                                      | SP Group Treasury Pte. Ltd.                                                                                                   | CUSIP: 84612MAB1<br>LEI: 6354004HB4CUEDLMXY86 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $510354.87    | 0.00%             | 2029-11-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    480000 | PA      | $443899.39    | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1395837.84   | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254AK6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $863310.02    | 0.00%             | 2043-01-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                | Algonquin Power & Utilities Corp.                                                                                             | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    736100 | PA      | $728309.91    | 0.00%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1701162.19   | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1221286.91   | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    560000 | PA      | $516326.16    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    425000 | PA      | $419824.66    | 0.00%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1004761.03   | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                                             | EW Scripps Co. (The)                                                                                                          | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497915.74    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2U2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    680000 | PA      | $705159.49    | 0.00%             | 2028-07-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                                                                   | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |   3400000 | PA      | $2593635.98   | 0.01%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429635.48    | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                            | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $754989.34    | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    435000 | PA      | $445153.83    | 0.00%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                                     | LG Chem Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $534321.28    | 0.00%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Danaos Corp.                                                                     | Danaos Corp.                                                                                                                  | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    510000 | PA      | $527315.13    | 0.00%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1000042.44   | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    590000 | PA      | $584183.21    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11581700 | PA      | $9642979.30   | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2024553.00   | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series A                                                                                               | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    425000 | PA      | $355658.30    | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    745000 | PA      | $768834.68    | 0.00%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1467501.10   | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    628000 | PA      | $728274.90    | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    950000 | PA      | $936023.59    | 0.00%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    589000 | PA      | $545008.56    | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398731.67    | 0.00%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $704748.80    | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    907000 | PA      | $799833.86    | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EUKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390690 | PA      | $366871.21    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    855000 | PA      | $776273.54    | 0.00%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1164882.31   | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| JB Hunt Transport Services, Inc.                                                 | JB Hunt Transport Services, Inc.                                                                                              | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199337.63    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $299655.09    | 0.00%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1830647.18   | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |   1195000 | PA      | $1204326.92   | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   2774784 | PA      | $1709649.80   | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                               | USAA Capital Corp.                                                                                                            | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    325000 | PA      | $298902.57    | 0.00%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1141912.80   | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                            | Ahlstrom Holding 3 Oy                                                                                                         | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    305000 | PA      | $301299.80    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    765000 | PA      | $785034.17    | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    780000 | PA      | $622872.05    | 0.00%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                  | Universal Health Services, Inc.                                                                                               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    470000 | PA      | $460092.24    | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    430000 | PA      | $442096.26    | 0.00%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                             | Kallpa Generacion SA                                                                                                          | CUSIP: N/A<br>LEI: 549300NG1PWEI5BZG095       | Long             | DBT              | CORP              | PE        |    600000 | PA      | $599254.06    | 0.00%             | 2035-09-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   3800000 | PA      | $3758220.94   | 0.01%             | 2027-10-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334380.78    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  12268860 | PA      | $9871462.56   | 0.03%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                          | TGS ASA                                                                                                                       | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     10000 | PA      | $10515.43     | 0.00%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1183685.83   | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427PFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5059326 | PA      | $5315443.12   | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    629000 | PA      | $398974.70    | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1465000 | PA      | $1334369.81   | 0.00%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    790000 | PA      | $798252.25    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    655000 | PA      | $645661.03    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CP3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1400000 | PA      | $1378399.13   | 0.00%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2461179.75   | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $934115.46    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    385000 | PA      | $423268.13    | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    405000 | PA      | $382416.78    | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $488233.48    | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    543000 | PA      | $538905.48    | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1043703.98   | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                            | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1077592.80   | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    852000 | PA      | $757091.26    | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1210732.35   | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $226270.98    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723117.72    | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9W56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84930 | PA      | $83998.25     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388837.87    | 0.00%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3696926 | PA      | $3491101.93   | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3775344 | PA      | $3719933.19   | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12950000 | PA      | $9686195.31   | 0.03%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2588633.13   | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class AS                                                              | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991178.68    | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                          | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    666000 | PA      | $664326.23    | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | California Institute of Technology                                                                                            | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    311000 | PA      | $196787.29    | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $482372.92    | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1145000 | PA      | $1068351.57   | 0.00%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    620000 | PA      | $709384.51    | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    832000 | PA      | $742230.74    | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $795948.34    | 0.00%             | 2027-03-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132JMLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14347 | PA      | $13693.87     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Symetra Life Insurance Co.                                                       | Symetra Life Insurance Co.                                                                                                    | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62169.19     | 0.00%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $796323.23    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2G1<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |    400000 | PA      | $399074.57    | 0.00%             | 2028-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp.                                                        | Health Care Service Corp.                                                                                                     | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    826000 | PA      | $750510.16    | 0.00%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    770000 | PA      | $802645.28    | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GRYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20473 | PA      | $20208.36     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    619000 | PA      | $607345.47    | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44963 | PA      | $42750.77     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    725000 | PA      | $739266.50    | 0.00%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    268000 | PA      | $272869.87    | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Binghatti Sukuk 2 Spv Ltd.                                                       | Binghatti Sukuk 2 Spv Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 25490089SSHENI4Z8Y98       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $599722.43    | 0.00%             | 2029-07-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    420000 | PA      | $431809.63    | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    930000 | PA      | $1034383.85   | 0.00%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                                         | Valmont Industries, Inc.                                                                                                      | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    734000 | PA      | $675843.46    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    520000 | PA      | $532411.45    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $400511.19    | 0.00%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    465000 | PA      | $448497.02    | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $543098.69    | 0.00%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1114000 | PA      | $867607.25    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10344361 | PA      | $8491725.02   | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    865000 | PA      | $874887.48    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    490000 | PA      | $182396.03    | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    723000 | PA      | $705454.05    | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                               | Getty Images, Inc.                                                                                                            | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    305000 | PA      | $272876.54    | 0.00%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    465000 | PA      | $434130.56    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1081345.71   | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   2406000 | PA      | $2095860.52   | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | State of Connecticut, Series A                                                                                                | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1436020.21   | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    312000 | PA      | $334806.17    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101068 | PA      | $98904.25     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synergy Infrastructure Holdings LLC                                              | Synergy Infrastructure Holdings LLC                                                                                           | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104349.48    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    877000 | PA      | $865446.31    | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1477147 | PA      | $1217798.89   | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175315 | PA      | $176256.87    | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.                              | Iron Mountain Information Management Services, Inc.                                                                           | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $808889.62    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series 19A                                                                       | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $184222.09    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3946169 | PA      | $4104578.23   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    380000 | PA      | $406830.70    | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co., Series A                                                                                                  | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498732.99    | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $773772.68    | 0.00%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11818681 | PA      | $10689700.50  | 0.03%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $248817.65    | 0.00%             | 2037-04-10      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720434.38    | 0.00%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K108, Class A2                      | CUSIP: 3137FTBM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2732491.18   | 0.01%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265653.42    | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21916010 | PA      | $21590960.43  | 0.06%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |    730000 | PA      | $759840.48    | 0.00%             | 2033-07-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    745000 | PA      | $765739.00    | 0.00%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    590000 | PA      | $593040.58    | 0.00%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                                                 | Timken Co. (The)                                                                                                              | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $460571.21    | 0.00%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |    370000 | PA      | $368661.19    | 0.00%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1305237.26   | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2095951.56   | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority, Series 2022                                                                           | CUSIP: 6789084B7<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1285183.50   | 0.00%             | 2052-02-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1012657.20   | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2489568.24   | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |   1000000 | PA      | $1068999.19   | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    465000 | PA      | $463911.58    | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2009F                                                                              | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51357.72     | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $400925.21    | 0.00%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VM Consolidated, Inc.                                                            | VM Consolidated, Inc.                                                                                                         | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    374000 | PA      | $367943.37    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AY0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    520000 | PA      | $371215.52    | 0.00%             | 2041-09-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | Verizon Master Trust, Series 2025-7, Class A1A                                                                                | CUSIP: 92348KEN9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1801896.64   | 0.01%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    390000 | PA      | $269485.27    | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    530000 | PA      | $532334.80    | 0.00%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc., Series 31*                                                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    405000 | PA      | $362291.13    | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1147686.52   | 0.00%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                                             | Provincia de Cordoba                                                                                                          | CUSIP: N/A<br>LEI: 5299006CLM2Z97AATT29       | Long             | DBT              | NUSS              | AR        |    800000 | PA      | $836063.99    | 0.00%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                                                                       | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | TR        |   3000000 | PA      | $3090205.67   | 0.01%             | 2027-02-24      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    725000 | PA      | $774152.13    | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    495000 | PA      | $484663.91    | 0.00%             | 2027-01-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mirvac Group Finance Ltd.                                                        | Mirvac Group Finance Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300IZVATGO3EBSH35       | Long             | DBT              | CORP              | AU        |    200000 | PA      | $198691.59    | 0.00%             | 2027-03-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    950000 | PA      | $846231.67    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co. Ltd.                                        | China Taiping Insurance Holdings Co. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 529900C2G37NOIADYW07       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $627113.05    | 0.00%             | 2028-03-09      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    350000 | PA      | $422846.71    | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    740000 | PA      | $708237.40    | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1372876.06   | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    515000 | PA      | $514244.33    | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1159827.78   | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C18, Class C                                                                                | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496587.93    | 0.00%             | 2055-12-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1600000 | PA      | $1610049.52   | 0.00%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                      | Pinnacle West Capital Corp.                                                                                                   | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241966.58    | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $722115.21    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V6, Class B                                                                             | CUSIP: 081927AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $524096.63    | 0.00%             | 2057-03-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Inventive Global Investments Ltd.                                                | Inventive Global Investments Ltd.                                                                                             | CUSIP: N/A<br>LEI: 2221005EX2X7ALDBEA02       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $599834.49    | 0.00%             | 2028-11-19      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    575000 | PA      | $578100.57    | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1015532.28   | 0.00%             | 2028-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trimble, Inc.                                                                    | Trimble, Inc.                                                                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    850000 | PA      | $908780.16    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1446499.43   | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   2600000 | PA      | $2275588.50   | 0.01%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Arabian Centres Sukuk IV Ltd.                                                    | Arabian Centres Sukuk IV Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900GW2VLQHC0PWN19       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204813.20    | 0.00%             | 2030-12-04      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | Tanger Properties LP                                                                                                          | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    490000 | PA      | $445319.76    | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K125, Class A2                      | CUSIP: 3137F9Z79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4509158.60   | 0.01%             | 2031-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13569310 | PA      | $12751689.81  | 0.04%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    780000 | PA      | $779071.47    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                                    | Metropolitan Bank & Trust Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | DBT              | CORP              | PH        |    600000 | PA      | $617485.61    | 0.00%             | 2029-03-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    825000 | PA      | $575788.18    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                                                    | Aspen Insurance Holdings Ltd.                                                                                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $156545.75    | 0.00%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1309491.04   | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1358005 | PA      | $1106189.65   | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1139327.06   | 0.00%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                         | Province of Saskatchewan                                                                                                      | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    265000 | PA      | $263236.27    | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    625000 | PA      | $640961.34    | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma                                                                                                | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    760000 | PA      | $777266.65    | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1075000 | PA      | $1105210.82   | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1192453.56   | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    590000 | PA      | $645845.53    | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2021-L7, Class A5                                                                      | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2244024.57   | 0.01%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43036000 | PA      | $45056674.69  | 0.13%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37821000 | PA      | $38055903.87  | 0.11%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    910000 | PA      | $927731.02    | 0.00%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    386000 | PA      | $314669.46    | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    915000 | PA      | $895636.72    | 0.00%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    717000 | PA      | $700618.27    | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                                      | Cabot Corp.                                                                                                                   | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    655000 | PA      | $649396.00    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    670000 | PA      | $688514.15    | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |   1400000 | PA      | $1005364.39   | 0.00%             | 2069-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    950000 | PA      | $847093.10    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $274734.78    | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| 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        |    790000 | PA      | $683070.15    | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $723084.08    | 0.00%             | 2036-01-21      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $611750.97    | 0.00%             | 2050-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1174175.81   | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ARD Finance SA                                                                   | ARD Finance SA                                                                                                                | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |         1 | PA      | $0.01         | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $588771.82    | 0.00%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                                | Advantage Sales & Marketing, Inc.                                                                                             | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    620000 | PA      | $525866.37    | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $446005.25    | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    555000 | PA      | $348692.95    | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 20A                                                                                                     | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    884000 | PA      | $618446.19    | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1925000 | PA      | $2411743.49   | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | CORP              | CN        |   1200000 | PA      | $1202679.11   | 0.00%             | 2028-05-21      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 5493000XJLJ6C4T0PG82       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199475.32    | 0.00%             | 2054-12-09      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                                                                  | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    700000 | PA      | $749453.91    | 0.00%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    655000 | PA      | $668821.51    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    576000 | PA      | $573167.86    | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $601068.80    | 0.00%             | 2028-09-29      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| RXO, Inc.                                                                        | RXO, Inc.                                                                                                                     | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    395000 | PA      | $402599.15    | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $755518.20    | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1934296.88   | 0.01%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1344934.47   | 0.00%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    645000 | PA      | $615669.35    | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    605000 | PA      | $608361.10    | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    975000 | PA      | $916079.55    | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                                                                   | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1395544.32   | 0.00%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195956.65    | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    455000 | PA      | $330921.22    | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $288076.56    | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    575000 | PA      | $593935.86    | 0.00%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    800000 | PA      | $833879.03    | 0.00%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co., Series K                                                                                                     | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    645000 | PA      | $528151.58    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1161588.82   | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361037.59    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1029546.98   | 0.00%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    370000 | PA      | $259170.66    | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    458000 | PA      | $490675.09    | 0.00%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                        | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445345.78    | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    860000 | PA      | $819127.80    | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $49524.09     | 0.00%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $235218.31    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0H62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2311715 | PA      | $2354436.38   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1463702.45   | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    635000 | PA      | $657646.79    | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    840000 | PA      | $880368.99    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606426.70    | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57193100 | PA      | $57818649.53  | 0.16%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $476665.87    | 0.00%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sweihan PV Power Co. PJSC                                                        | Sweihan PV Power Co. PJSC                                                                                                     | CUSIP: N/A<br>LEI: 353800EF1E1IC18GBC48       | Long             | DBT              | CORP              | AE        |    549660 | PA      | $472414.42    | 0.00%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                               | CI Financial Corp.                                                                                                            | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    670000 | PA      | $463267.91    | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $604086.43    | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    815000 | PA      | $771749.26    | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1650000 | PA      | $1696748.32   | 0.00%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1665000 | PA      | $1825184.88   | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    960000 | PA      | $803117.83    | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CICC Hong Kong Finance 2016 MTN Ltd.                                             | CICC Hong Kong Finance 2016 MTN Ltd.                                                                                          | CUSIP: N/A<br>LEI: 529900N4NO8N9ILCZC31       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $602267.60    | 0.00%             | 2027-01-18      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351630.19    | 0.00%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    812000 | PA      | $807623.65    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    772000 | PA      | $783809.31    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCCI Treasure Ltd.                                                               | CCCI Treasure Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 222100QYJA4A1WYR6697       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $793420.14    | 0.00%             | 2026-11-21      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1030199.84   | 0.00%             | 2035-01-16      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA, Series X-R                                                                                                           | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1080000 | PA      | $1098374.68   | 0.00%             | 2028-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2460634 | PA      | $2304585.40   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1636000 | PA      | $1623729.50   | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5ZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5893084 | PA      | $5968771.32   | 0.02%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    676000 | PA      | $678628.01    | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                         | Northern Natural Gas Co.                                                                                                      | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    920000 | PA      | $742099.15    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    657000 | PA      | $639864.75    | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    420000 | PA      | $410064.96    | 0.00%             | 2040-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                      | Carvana Co.                                                                                                                   | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   2210754 | PA      | $2433700.24   | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                                         | Zebra Technologies Corp.                                                                                                      | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    530000 | PA      | $546389.19    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2300000 | PA      | $1646160.67   | 0.00%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QK4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4939792 | PA      | $4065300.22   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    445000 | PA      | $452600.68    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | Snam SpA                                                                                                                      | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $611656.02    | 0.00%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7416710 | PA      | $6595575.66   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365782.75    | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    570000 | PA      | $577411.64    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H23H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236366 | PA      | $230481.83    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    795000 | PA      | $756681.81    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAS8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $720985.20    | 0.00%             | 2027-01-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $754733.13    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    913000 | PA      | $532403.05    | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAN9<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $197726.04    | 0.00%             | 2027-07-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    605000 | PA      | $648725.16    | 0.00%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384476.17    | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $994731.73    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                                           | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1005341.11   | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K749, Class A2  | CUSIP: 3137H74P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15000000 | PA      | $14282247.98  | 0.04%             | 2029-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series DD                                                                                                   | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    550000 | PA      | $508373.05    | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                            | Coinbase Global, Inc.                                                                                                         | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1112405.90   | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    527000 | PA      | $487007.35    | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140M7R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7039953 | PA      | $5802333.10   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286540.67    | 0.00%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C7, Class AS                                                                                 | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $720410.01    | 0.00%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    320000 | PA      | $344340.73    | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    620000 | PA      | $563288.96    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    605000 | PA      | $488508.81    | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                                                                    | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $295598.89    | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    902000 | PA      | $895667.26    | 0.00%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    515000 | PA      | $496400.94    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Finance 2018 LP                                                | Great-West Lifeco Finance 2018 LP                                                                                             | CUSIP: 39138QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $459357.07    | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    530000 | PA      | $515366.12    | 0.00%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53771 | PA      | $52849.63     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AQ4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    590000 | PA      | $594905.49    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    470000 | PA      | $404009.88    | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    421000 | PA      | $339293.90    | 0.00%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $636322.08    | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    690000 | PA      | $712336.74    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District                                           | Los Angeles Community College District, Series 2010E                                                                          | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $593030.55    | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163470.48    | 0.00%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1077286.19   | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1225081.05   | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CGNPC International Ltd.                                                         | CGNPC International Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3003007JIKH4XTQVZT05       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $199168.08    | 0.00%             | 2027-12-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    870000 | PA      | $865289.80    | 0.00%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Transnet                                                                         | Transnet                                                                                                                      | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |   1000000 | PA      | $1055212.09   | 0.00%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    485000 | PA      | $512898.45    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    493000 | PA      | $470040.74    | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                                                    | HB Fuller Co.                                                                                                                 | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316258.66    | 0.00%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1273000 | PA      | $1265754.05   | 0.00%             | 2033-03-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAG1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $397114.68    | 0.00%             | 2027-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | Vinci SA                                                                                                                      | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $534186.50    | 0.00%             | 2029-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1402661.39   | 0.00%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    740000 | PA      | $784589.95    | 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        |    513000 | PA      | $542407.25    | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                    | Midcap Financial Issuer Trust                                                                                                 | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $421108.22    | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    625000 | PA      | $635361.24    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                       | Patterson-UTI Energy, Inc.                                                                                                    | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    715000 | PA      | $707839.94    | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    785000 | PA      | $793790.88    | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    705000 | PA      | $771682.54    | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $835262.78    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series C                                                                                      | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    677000 | PA      | $487152.64    | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $930982.95    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    520000 | PA      | $546399.10    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                     | Lennar Corp.                                                                                                                  | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730237.15    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    875000 | PA      | $697127.40    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    637000 | PA      | $575153.02    | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GVKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11034 | PA      | $10881.94     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3448003.73   | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1305720.18   | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $502207.05    | 0.00%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    775000 | PA      | $743949.41    | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                                                              | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    875000 | PA      | $844847.73    | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORESEA Holding SA                                                               | FORESEA Holding SA                                                                                                            | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    301826 | PA      | $298033.95    | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $878844.12    | 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        |    820000 | PA      | $839669.03    | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    820000 | PA      | $802965.77    | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1597338.85   | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Regions Banks                                                                    | Regions Banks                                                                                                                 | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    495000 | PA      | $532086.03    | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   1771000 | PA      | $1553810.91   | 0.00%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425567.24    | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    625000 | PA      | $543365.57    | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    493000 | PA      | $473603.09    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                            | DENTSPLY SIRONA, Inc.                                                                                                         | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    665000 | PA      | $618725.97    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6574570 | PA      | $5937769.94   | 0.02%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | Opal Bidco SAS                                                                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    715000 | PA      | $730007.37    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    845000 | PA      | $873146.30    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54570 | PA      | $51098.29     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    560000 | PA      | $566832.26    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    830000 | PA      | $854864.42    | 0.00%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $197246.53    | 0.00%             | 2027-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBJ7<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    514000 | PA      | $509401.79    | 0.00%             | 2028-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    585000 | PA      | $594359.74    | 0.00%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                                        | Valero Energy Partners LP                                                                                                     | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    772000 | PA      | $778368.49    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1012627.81   | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    865000 | PA      | $969354.09    | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | Cencosud SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $801446.31    | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AA                                                                            | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213326.89    | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    815000 | PA      | $569959.35    | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  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        |    517000 | PA      | $547320.15    | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63555900 | PA      | $63809130.54  | 0.18%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1086000 | PA      | $1025082.12   | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                                     | Fortitude Group Holdings LLC                                                                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622377.58    | 0.00%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Rithm Capital Corp.                                                              | Rithm Capital Corp.                                                                                                           | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173800.20    | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1269841.20   | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8608114 | PA      | $7377416.87   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                        | Magna International, Inc.                                                                                                     | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $625363.91    | 0.00%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $974656.12    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5851481 | PA      | $5970322.92   | 0.02%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACY46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6041427 | PA      | $5998852.30   | 0.02%             | 2050-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1025455.64   | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541568.34    | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                                   | FactSet Research Systems, Inc.                                                                                                | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213776.12    | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    365000 | PA      | $401098.72    | 0.00%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2600000 | PA      | $3013881.68   | 0.01%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables Owner Trust, Series 2025-2, Class A3                                                                   | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1105780.98   | 0.00%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1586947.94   | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75316 | PA      | $74643.59     | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    665000 | PA      | $669009.78    | 0.00%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.                                                     | Constellation Software, Inc.                                                                                                  | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    790000 | PA      | $803620.02    | 0.00%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series J                                                                                   | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    595000 | PA      | $599212.73    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1826143.70   | 0.01%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA, Series XR                                                                                                | CUSIP: 46115HBN6<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    585000 | PA      | $489086.19    | 0.00%             | 2049-09-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $437078.18    | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| Gohl Capital Ltd.                                                                | Gohl Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |   1375000 | PA      | $1368386.32   | 0.00%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2573000 | PA      | $2427418.33   | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Genpact UK Finco plc                                                             | Genpact UK Finco plc                                                                                                          | CUSIP: 37256EAA0<br>LEI: 213800YBG5J436VDT809 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250478.30    | 0.00%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1721708.31   | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    945000 | PA      | $971085.85    | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $943841.32    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1400000 | PA      | $1182815.76   | 0.00%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2631000 | PA      | $2626135.40   | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    427000 | PA      | $319181.04    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364739.33    | 0.00%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co.                                                                                                              | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    560000 | PA      | $573000.12    | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43097085 | PA      | $36826604.65  | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $540075.18    | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1674097.01   | 0.00%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57219 | PA      | $52367.61     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2200000 | PA      | $2200247.15   | 0.01%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14465940 | PA      | $12452566.74  | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1525321 | PA      | $1469601.30   | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                                 | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1294585.27   | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WF3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56754 | PA      | $53357.47     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   8860000 | PA      | $8730956.02   | 0.02%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1308920.39   | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435343.35    | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5868925 | PA      | $5052086.41   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2010                                                                                              | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2858124.57   | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299816.10    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    995000 | PA      | $899472.06    | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    715000 | PA      | $629858.29    | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C15, Class A4                                                                    | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991125.71    | 0.00%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce plc                                                                  | Rolls-Royce plc                                                                                                               | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    940000 | PA      | $962499.96    | 0.00%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                         | Panasonic Holdings Corp.                                                                                                      | CUSIP: 69832AAC0<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $371607.20    | 0.00%             | 2029-07-19      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                               | Oversea-Chinese Banking Corp. Ltd.                                                                                            | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    900000 | PA      | $896528.39    | 0.00%             | 2035-09-08      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1300000 | PA      | $1253781.76   | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $863119.05    | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                     | Lennar Corp.                                                                                                                  | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    585000 | PA      | $602791.13    | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    710000 | PA      | $708806.16    | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1817455.29   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    999000 | PA      | $959925.11    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CICC Hong Kong Finance 2016 MTN Ltd.                                             | CICC Hong Kong Finance 2016 MTN Ltd.                                                                                          | CUSIP: N/A<br>LEI: 529900N4NO8N9ILCZC31       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $403143.16    | 0.00%             | 2027-01-18      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    670000 | PA      | $687908.25    | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1084000 | PA      | $1079407.97   | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1436337.76   | 0.00%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    889000 | PA      | $762271.88    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BC7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353013.94    | 0.00%             | 2029-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Swiss Re Treasury US Corp.                                                       | Swiss Re Treasury US Corp.                                                                                                    | CUSIP: 87089HAB9<br>LEI: 549300G1I1ZMYS87KM16 | Long             | DBT              | CORP              | US        |    590000 | PA      | $507298.63    | 0.00%             | 2042-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EJ3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $808329.70    | 0.00%             | 2030-02-03      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2400000 | PA      | $1828114.85   | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1854211.26   | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    969000 | PA      | $685277.68    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2197914.51   | 0.01%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1220428.21   | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2997838 | PA      | $3152004.74   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 23 Ltd.                                               | CK Hutchison International 23 Ltd.                                                                                            | CUSIP: 12570FAB7<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |   1315000 | PA      | $1329150.23   | 0.00%             | 2033-04-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3371306 | PA      | $2877239.39   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    675000 | PA      | $675557.36    | 0.00%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1465000 | PA      | $1518590.81   | 0.00%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    800000 | PA      | $830284.39    | 0.00%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   2000000 | PA      | $2014214.11   | 0.01%             | 2030-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    885000 | PA      | $845921.38    | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    475000 | PA      | $419673.36    | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   4185000 | PA      | $4275243.59   | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891AEF0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448153.86    | 0.00%             | 2033-01-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    817000 | PA      | $610640.76    | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1135665.75   | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361142.70    | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment 2014 Ltd.                                         | State Grid Overseas Investment 2014 Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    400000 | PA      | $398056.56    | 0.00%             | 2044-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358827.34    | 0.00%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Highmark, Inc.                                                                   | Highmark, Inc.                                                                                                                | CUSIP: 431116AE2<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    683000 | PA      | $607958.95    | 0.00%             | 2031-05-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410LPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18492 | PA      | $18893.57     | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    921000 | PA      | $908343.46    | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    516000 | PA      | $479832.66    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $864125.29    | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $939497.79    | 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        |   3230000 | PA      | $3299109.11   | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    290000 | PA      | $313958.04    | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    775000 | PA      | $790904.50    | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: N/A<br>LEI: 335800OFZ8YEIVN1QI11       | Long             | DBT              | NUSS              | IN        |   1000000 | PA      | $1034224.26   | 0.00%             | 2035-01-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    375000 | PA      | $380861.84    | 0.00%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1560415.34   | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239758.39    | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires                                                  | Ciudad Autonoma De Buenos Aires                                                                                               | CUSIP: N/A<br>LEI: 5299007MC8RF52X0ON96       | Long             | DBT              | NUSS              | AR        |    600030 | PA      | $610364.38    | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSTR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5122856 | PA      | $5254997.11   | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482919.35    | 0.00%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $918629.20    | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1575909.99   | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1882496.31   | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    525000 | PA      | $561986.67    | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405568.16    | 0.00%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    910000 | PA      | $1062456.13   | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    866000 | PA      | $897886.37    | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3490000 | PA      | $3519860.68   | 0.01%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNPC Global Capital Ltd.                                                         | CNPC Global Capital Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900BS1UPERUNF4860       | Long             | DBT              | CORP              | VG        |   1200000 | PA      | $1104054.93   | 0.00%             | 2030-06-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENA Master Trust                                                                 | ENA Master Trust                                                                                                              | CUSIP: N/A<br>LEI: 549300CBCHB6Q73VG753       | Long             | DBT              | CORP              | PA        |    400000 | PA      | $309212.40    | 0.00%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp.                         | Texas Private Activity Bond Surface Transportation Corp., Series 2019B                                                        | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $319374.08    | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170647.02    | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    786000 | PA      | $602419.90    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    575000 | PA      | $386099.00    | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2019H                                                                                   | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    550000 | PA      | $375893.52    | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BMARK                                                                            | BMARK, Series 2023-V4, Class B                                                                                                | CUSIP: 081926AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1061698.25   | 0.00%             | 2056-11-15      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 47837RAA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    795000 | PA      | $710659.45    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAM5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    510000 | PA      | $533795.82    | 0.00%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                          | DBS Group Holdings Ltd.                                                                                                       | CUSIP: 24023KAL2<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $809865.24    | 0.00%             | 2028-03-21      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    350000 | PA      | $349294.19    | 0.00%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    838000 | PA      | $639975.31    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAU7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    945000 | PA      | $941617.22    | 0.00%             | 2027-03-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1600000 | PA      | $1482301.78   | 0.00%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    750000 | PA      | $777232.90    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                           | Hercules Capital, Inc.                                                                                                        | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148134.41    | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $2009523.10   | 0.01%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497755.17    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                                                                      | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $690013.89    | 0.00%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                                                                       | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    690000 | PA      | $705808.13    | 0.00%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2020N                                                   | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $346743.97    | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    727000 | PA      | $633790.64    | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    555000 | PA      | $564050.33    | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    409000 | PA      | $412231.74    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1018746.37   | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CMHI Finance BVI Co. Ltd.                                                        | CMHI Finance BVI Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300KTVUL1BXLNPZ11       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $599907.57    | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    560000 | PA      | $503659.28    | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    556000 | PA      | $531473.14    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38665 | PA      | $39405.78     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4818645 | PA      | $3964011.11   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346877.84    | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    763000 | PA      | $731326.98    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200014.15    | 0.00%             | 2028-09-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                       | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2184175.35   | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    935000 | PA      | $1038099.23   | 0.00%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                                                         | Jones Lang LaSalle, Inc.                                                                                                      | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    785000 | PA      | $838520.07    | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBR2<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    540000 | PA      | $543039.52    | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408633.42    | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    440000 | PA      | $397635.72    | 0.00%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $927782.52    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    376000 | PA      | $312332.95    | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    815000 | PA      | $837711.09    | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3744504 | PA      | $3394130.65   | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580129.94    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140APFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6011201 | PA      | $6194485.32   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3200000 | PA      | $3296143.75   | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    890000 | PA      | $861108.04    | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | Bank of New Zealand                                                                                                           | CUSIP: 06407EAH8<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    730000 | PA      | $750415.28    | 0.00%             | 2029-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABG9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $500584.44    | 0.00%             | 2047-01-13      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242911.67    | 0.00%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1281000 | PA      | $1248511.79   | 0.00%             | 2030-04-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497679.74    | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JPN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473900 | PA      | $445654.33    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    965000 | PA      | $981481.74    | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295115.38    | 0.00%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd.                                                                  | Aon Global Ltd.                                                                                                               | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $657119.53    | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0JZ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    765000 | PA      | $765854.72    | 0.00%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    787000 | PA      | $622731.49    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    977000 | PA      | $976249.74    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1110297.38   | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    755000 | PA      | $757084.50    | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    575000 | PA      | $473418.96    | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    855000 | PA      | $878207.66    | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    995000 | PA      | $908694.93    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1017389.44   | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54136 | PA      | $57325.97     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153422 | PA      | $152259.19    | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA, Series 2036                                                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    554000 | PA      | $562622.52    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    670000 | PA      | $633641.63    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                        | Nokia OYJ                                                                                                                     | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    586000 | PA      | $586216.42    | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    688000 | PA      | $452354.74    | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                                | Hertz Corp. (The)                                                                                                             | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    194000 | PA      | $183361.05    | 0.00%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $621551.71    | 0.00%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                                                | PSP Capital, Inc.                                                                                                             | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     90000 | PA      | $85119.28     | 0.00%             | 2028-10-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    825000 | PA      | $920547.67    | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1326021.93   | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1517471.75   | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695249.85    | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Axiata Spv5 Labuan Ltd.                                                          | Axiata Spv5 Labuan Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 2549002DHJ9LDV9BRC77       | Long             | DBT              | CORP              | MY        |    600000 | PA      | $423310.79    | 0.00%             | 2050-08-19      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    667000 | PA      | $622221.38    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1066000 | PA      | $954119.06    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400418.33    | 0.00%             | 2027-05-23      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794689.32    | 0.00%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212526.96    | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    728000 | PA      | $675056.17    | 0.00%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $1990025.09   | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3908097.50   | 0.01%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    835000 | PA      | $774896.43    | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    972000 | PA      | $927503.86    | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    614000 | PA      | $644651.62    | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1004733.49   | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1759142.45   | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1800000 | PA      | $1829405.44   | 0.01%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    497000 | PA      | $461782.37    | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |    230000 | PA      | $216811.64    | 0.00%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                                 | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    780000 | PA      | $823635.68    | 0.00%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1192518.35   | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2009E                                                                                   | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1174202.69   | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $397465.84    | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1187788.24   | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $326890.33    | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TriMas Corp.                                                                     | TriMas Corp.                                                                                                                  | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    405000 | PA      | $394770.46    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    624000 | PA      | $492281.96    | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    865000 | PA      | $924400.47    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   4280000 | PA      | $4300509.21   | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Children's Hospital/DC                                                           | Children's Hospital/DC, Series 2020                                                                                           | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    388000 | PA      | $248526.39    | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: —       |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority, Series 2009F                                                                                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1253315.48   | 0.00%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    636000 | PA      | $586156.28    | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    838000 | PA      | $805766.39    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 2018                                                                                                    | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    353000 | PA      | $350908.12    | 0.00%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTN55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2650775 | PA      | $2747759.13   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395207.76    | 0.00%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    473000 | PA      | $403205.99    | 0.00%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197989 | PA      | $201349.24    | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    770000 | PA      | $783244.76    | 0.00%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    530000 | PA      | $400872.51    | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Western Digital Corp.                                                            | Western Digital Corp.                                                                                                         | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    640000 | PA      | $610669.77    | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $855939.50    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                | National Grid plc                                                                                                             | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $294531.96    | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    940000 | PA      | $903891.63    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    835000 | PA      | $848570.31    | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    860000 | PA      | $891588.83    | 0.00%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co. (The)                                        | Cleveland Electric Illuminating Co. (The)                                                                                     | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $370815.10    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Peachtree Corners Funding Trust II                                               | Peachtree Corners Funding Trust II                                                                                            | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $631846.35    | 0.00%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAW4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $541732.52    | 0.00%             | 2060-06-03      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| RingCentral, Inc.                                                                | RingCentral, Inc.                                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    410000 | PA      | $430506.81    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1249949.43   | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2372000 | PA      | $2104739.34   | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                            | Protective Life Corp.                                                                                                         | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    615000 | PA      | $616085.29    | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3308000 | PA      | $2225677.56   | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    730000 | PA      | $756880.66    | 0.00%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1342293.87   | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                                        | Takeda US Financing, Inc.                                                                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1416596.66   | 0.00%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1165000 | PA      | $1058077.81   | 0.00%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1017938.28   | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   9825000 | PA      | $9452621.51   | 0.03%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                               | Vail Resorts, Inc.                                                                                                            | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187830.50    | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series A                                                                                       | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    849000 | PA      | $845747.40    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    335000 | PA      | $349426.06    | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                                     | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    660000 | PA      | $634741.95    | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                                                                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $723783.06    | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4524000 | PA      | $4632844.23   | 0.01%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    715000 | PA      | $701173.37    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                          | Qnity Electronics, Inc.                                                                                                       | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    590000 | PA      | $609265.10    | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2016-P6, Class A4                                                                 | CUSIP: 17291EAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8868087 | PA      | $8830312.99   | 0.03%             | 2049-12-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JBG1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    335000 | PA      | $342620.45    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                                                                   | CUSIP: 30216KAG7<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1000000 | PA      | $1041127.37   | 0.00%             | 2033-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $677576.15    | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    585000 | PA      | $590844.79    | 0.00%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $615772.20    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1288471.37   | 0.00%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338303 | PA      | $335088.83    | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |   2074813 | PA      | $1901701.55   | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                         | CompoSecure Holdings LLC                                                                                                      | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $403631.11    | 0.00%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    390000 | PA      | $394720.53    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    490000 | PA      | $518366.77    | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dover Corp.                                                                      | Dover Corp.                                                                                                                   | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    555000 | PA      | $531905.43    | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                                                                        | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $893187.65    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $474438.65    | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | Focus Financial Partners LLC                                                                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1034153.20   | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2020-BN27, Class A5                                                                                              | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $619777.14    | 0.00%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1438947.32   | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489646.02    | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series GG                                                                                                   | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362639.93    | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    849000 | PA      | $694836.36    | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474559 | PA      | $461388.09    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    735000 | PA      | $740612.25    | 0.00%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Greentown China Holdings Ltd.                                                    | Greentown China Holdings Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 529900BLBC6YDNWS8530       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $408318.70    | 0.00%             | 2028-02-24      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87674 | PA      | $84762.55     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    676000 | PA      | $669788.95    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15175252 | PA      | $12968009.72  | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    980000 | PA      | $998598.43    | 0.00%             | 2034-04-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    665000 | PA      | $718500.06    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1063581.84   | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    642000 | PA      | $490869.99    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    875000 | PA      | $837359.92    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    935000 | PA      | $936355.83    | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $616586.18    | 0.00%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347708.01    | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    675000 | PA      | $599471.70    | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    625000 | PA      | $633967.54    | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    555000 | PA      | $557070.94    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    805000 | PA      | $736137.76    | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    385000 | PA      | $344127.06    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $303039.39    | 0.00%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1186868.54   | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $352569.23    | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490401.07    | 0.00%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    465000 | PA      | $390678.62    | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co. (The)                                                          | East Ohio Gas Co. (The)                                                                                                       | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $651461.46    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp. (The)                                    | University of Nebraska Facilities Corp. (The), Series 2019A                                                                   | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $36472.54     | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holding Ltd.                                                    | Sino-Ocean Group Holding Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $39686.63     | 0.00%             | 2033-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XAB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1826256 | PA      | $1633866.44   | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41137000 | PA      | $39064080.86  | 0.11%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    785000 | PA      | $797367.00    | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2065547.36   | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp. (The)                                                  | Children's Hospital Corp. (The), Series 2020                                                                                  | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    265000 | PA      | $161307.27    | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $599071.04    | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    805000 | PA      | $809388.97    | 0.00%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $748396.39    | 0.00%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    784000 | PA      | $840856.95    | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2700000 | PA      | $2073150.57   | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    460000 | PA      | $474499.48    | 0.00%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |    895000 | PA      | $899791.49    | 0.00%             | 2028-01-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2018000 | PA      | $1349860.81   | 0.00%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    565000 | PA      | $542873.22    | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    790000 | PA      | $786625.03    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    863000 | PA      | $856355.51    | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                         | Central Garden & Pet Co.                                                                                                      | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    407000 | PA      | $384350.29    | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1000233.63   | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31077128 | PA      | $26925274.01  | 0.08%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $930623.80    | 0.00%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    420000 | PA      | $388708.68    | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP, Series H                                                                                            | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    485000 | PA      | $466733.87    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7650785 | PA      | $7853084.35   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $815508.23    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $359062.49    | 0.00%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $499484.11    | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1066771.21   | 0.00%             | 2048-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    765000 | PA      | $762154.48    | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1229940.98   | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1174229.31   | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |    800000 | PA      | $843010.77    | 0.00%             | 2032-11-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    625000 | PA      | $631633.83    | 0.00%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1433520.76   | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27762750 | PA      | $25429255.05  | 0.07%             | 2056-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri, Series 2017A                                              | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    225000 | PA      | $160203.60    | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $198977.23    | 0.00%             | 2030-09-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1443626.01   | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14097733 | PA      | $14287819.52  | 0.04%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    481698 | PA      | $452224.52    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    778000 | PA      | $755248.37    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    685000 | PA      | $724301.22    | 0.00%             | 2053-09-13      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    920000 | PA      | $957333.50    | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1190000 | PA      | $1191204.45   | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Weibo Corp.                                                                      | Weibo Corp.                                                                                                                   | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    935000 | PA      | $889379.47    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    278000 | PA      | $291516.82    | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                         | CUSIP: 80622GAC8<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              | CORP              | AU        |    480000 | PA      | $478302.72    | 0.00%             | 2027-03-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd.                                                                     | NBK SPC Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300P1ANDK86KWB419       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $618938.34    | 0.00%             | 2030-06-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1229033.81   | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96620000 | PA      | $98514657.81  | 0.28%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1000610.35   | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                          | DBS Group Holdings Ltd.                                                                                                       | CUSIP: 24023KAF5<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |     55000 | PA      | $53405.35     | 0.00%             | 2027-03-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1198723.61   | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4692000 | PA      | $4403584.55   | 0.01%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAH7<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $824625.54    | 0.00%             | 2030-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1698562.72   | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bloomin' Brands, Inc.                                                            | Bloomin' Brands, Inc.                                                                                                         | CUSIP: 094234AA9<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | DBT              | CORP              | US        |    337000 | PA      | $299359.03    | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                                          | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    500000 | PA      | $504622.78    | 0.00%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Turkiye Garanti Bankasi A/S                                                      | Turkiye Garanti Bankasi A/S                                                                                                   | CUSIP: N/A<br>LEI: 5493002XSS7K7RHN1V37       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $624118.29    | 0.00%             | 2034-02-28      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                                                           | Sekisui House US, Inc.                                                                                                        | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    405000 | PA      | $390526.77    | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1322000 | PA      | $892164.91    | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13249592 | PA      | $13561437.33  | 0.04%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1151397.88   | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Celeo Redes Operacion Chile SA                                                   | Celeo Redes Operacion Chile SA                                                                                                | CUSIP: 15103JAA0<br>LEI: 959800U0HC7MFYWVH407 | Long             | DBT              | CORP              | CL        |    364662 | PA      | $339848.50    | 0.00%             | 2047-06-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3998093 | PA      | $4237519.10   | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    448000 | PA      | $476504.12    | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $399437.88    | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AP9<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    468000 | PA      | $386277.23    | 0.00%             | 2046-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                                          | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    570000 | PA      | $488773.69    | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C61, Class C                                                               | CUSIP: 95003QCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $428037.26    | 0.00%             | 2054-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109946 | PA      | $102526.79    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349097.07    | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                   | TR Finance LLC                                                                                                                | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    605000 | PA      | $625173.65    | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    800000 | PA      | $767745.38    | 0.00%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1302902.53   | 0.00%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2753363 | PA      | $2713468.67   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   2629000 | PA      | $1848343.85   | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1094602.45   | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1275993.93   | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1962758.76   | 0.01%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172011 | PA      | $166696.83    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    715000 | PA      | $720761.50    | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 213800LOV39TJH6YQY23       | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $1011876.71   | 0.00%             | 2028-05-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    602000 | PA      | $480378.97    | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |   1100000 | PA      | $966821.48    | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $791486.73    | 0.00%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1058295.33   | 0.00%             | 2033-04-13      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2024-3, Class A3                                                               | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470884 | PA      | $472477.65    | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    595000 | PA      | $596281.35    | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    855000 | PA      | $766285.63    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    820000 | PA      | $789882.76    | 0.00%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Card Co. Ltd.                                                            | Hyundai Card Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400S1WSELQL3GVR75       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $416462.05    | 0.00%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    717000 | PA      | $588427.21    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                                  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    850000 | PA      | $874340.88    | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    575000 | PA      | $551192.23    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    265000 | PA      | $289198.68    | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1394000 | PA      | $1413303.09   | 0.00%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    889000 | PA      | $756504.67    | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    925000 | PA      | $969183.28    | 0.00%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661564.51    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PBC6<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    485000 | PA      | $466798.85    | 0.00%             | 2038-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $206283.87    | 0.00%             | 2028-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    975000 | PA      | $997507.70    | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAK9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    980000 | PA      | $1015670.69   | 0.00%             | 2034-03-11      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $396940.56    | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    785000 | PA      | $824203.86    | 0.00%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    635000 | PA      | $590891.97    | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    475000 | PA      | $514321.67    | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    595000 | PA      | $571784.63    | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   4575000 | PA      | $4622040.83   | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $620251.04    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                        | CNX Midstream Partners LP                                                                                                     | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $427721.24    | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | Golub Capital Private Credit Fund                                                                                             | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246661.98    | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kennametal, Inc.                                                                 | Kennametal, Inc.                                                                                                              | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    508000 | PA      | $512346.23    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    440000 | PA      | $362887.00    | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Siam Commercial Bank PCL                                                         | Siam Commercial Bank PCL                                                                                                      | CUSIP: N/A<br>LEI: 54930068OELHUBHH1U03       | Long             | DBT              | CORP              | TH        |    400000 | PA      | $400355.22    | 0.00%             | 2029-02-11      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                           | BRF SA                                                                                                                        | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | BR        |    400000 | PA      | $387967.88    | 0.00%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAL9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    840000 | PA      | $852922.32    | 0.00%             | 2027-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    715000 | PA      | $708858.65    | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427Q2Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4498107 | PA      | $4594130.35   | 0.01%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    594000 | PA      | $507786.59    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15224 | PA      | $14295.64     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34250975 | PA      | $30541667.88  | 0.09%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    495000 | PA      | $503911.27    | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36056426 | PA      | $30856736.67  | 0.09%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    965000 | PA      | $934602.27    | 0.00%             | 2054-03-08      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust, Series 2024-A, Class A4                                                                               | CUSIP: 47800RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $630620.18    | 0.00%             | 2031-02-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    489000 | PA      | $487396.27    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                                                                | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407000 | PA      | $388156.78    | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Chicago (The)                                                      | University of Chicago (The)                                                                                                   | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    190000 | PA      | $150480.67    | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    470000 | PA      | $458238.96    | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway, Inc.                                                         | Berkshire Hathaway, Inc.                                                                                                      | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    964000 | PA      | $897999.71    | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSPG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17295796 | PA      | $16197116.85  | 0.05%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |   1400000 | PA      | $1423916.79   | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |   1400000 | PA      | $1512532.70   | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1735427.27   | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232227.03    | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    280000 | PA      | $259365.78    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103011 | PA      | $99694.80     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    820000 | PA      | $904738.11    | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    870000 | PA      | $877629.16    | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | Verizon Master Trust, Series 2024-6, Class A1A                                                                                | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2512927.25   | 0.01%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2058267.53   | 0.01%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    510000 | PA      | $542019.33    | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    565000 | PA      | $555568.40    | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pegasus Hava Tasimaciligi A/S                                                    | Pegasus Hava Tasimaciligi A/S                                                                                                 | CUSIP: N/A<br>LEI: 789000B1MW5PQ58A8T03       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $421099.76    | 0.00%             | 2031-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                                                    | Pinnacle Bank                                                                                                                 | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    505000 | PA      | $515878.79    | 0.00%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677272 | PA      | $635974.46    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    585000 | PA      | $596644.93    | 0.00%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584403.39    | 0.00%             | 2035-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                            | Jefferies Finance LLC                                                                                                         | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    965000 | PA      | $935458.20    | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corewell Health Obligated Group                                                  | Corewell Health Obligated Group, Series 19A                                                                                   | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |    555000 | PA      | $400669.05    | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc., Series G                                                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1164289.32   | 0.00%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BJ2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    480000 | PA      | $372131.89    | 0.00%             | 2049-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DL8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $202282.45    | 0.00%             | 2051-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1958000 | PA      | $1992679.81   | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1659481.55   | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11131392 | PA      | $11433229.66  | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2016-2, Class AA                                                                   | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    578125 | PA      | $557630.21    | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    633000 | PA      | $498478.31    | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    365000 | PA      | $315135.57    | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    855000 | PA      | $854877.51    | 0.00%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    665000 | PA      | $684187.55    | 0.00%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    541000 | PA      | $546282.46    | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Doha Finance Ltd.                                                                | Doha Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300C2SXK7TLB4RX62       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $610646.13    | 0.00%             | 2030-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204380.27    | 0.00%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    587000 | PA      | $570902.14    | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1601295.33   | 0.00%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | Dallas County Hospital District, Series 2009C                                                                                 | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49643.17     | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    765000 | PA      | $933780.27    | 0.00%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $2718220.01   | 0.01%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Talos Production, Inc.                                                           | Talos Production, Inc.                                                                                                        | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    655000 | PA      | $693617.86    | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GNKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16340 | PA      | $16228.51     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                    | Veralto Corp.                                                                                                                 | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    895000 | PA      | $923263.47    | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp.                                                       | New Mountain Finance Corp.                                                                                                    | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40759.84     | 0.00%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Lima Metro Line 2 Finance Ltd.                                                   | Lima Metro Line 2 Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    450161 | PA      | $436296.76    | 0.00%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |   1800000 | PA      | $1890611.40   | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Baxalta, Inc.                                                                    | Baxalta, Inc.                                                                                                                 | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    725000 | PA      | $693060.37    | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    430000 | PA      | $463389.58    | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140935.68    | 0.00%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1329224.31   | 0.00%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $602024.39    | 0.00%             | 2029-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    895000 | PA      | $855456.46    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Foxconn Far East Ltd.                                                            | Foxconn Far East Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900NAQSPFDWVY8H73       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $551761.25    | 0.00%             | 2030-10-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                        | PPL Capital Funding, Inc.                                                                                                     | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208265.01    | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Acuity Brands Lighting, Inc.                                                     | Acuity Brands Lighting, Inc.                                                                                                  | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    575000 | PA      | $516828.97    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1835166.97   | 0.01%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    814000 | PA      | $730027.25    | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L3, Class B                                                                       | CUSIP: 61691UBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $458495.58    | 0.00%             | 2052-11-15      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1329000 | PA      | $1150602.65   | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    228000 | PA      | $204408.07    | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1756415.36   | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    845000 | PA      | $878230.79    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    706000 | PA      | $679308.07    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1453162.26   | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    965000 | PA      | $974324.09    | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                                | Installed Building Products, Inc.                                                                                             | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100723.97    | 0.00%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $592956.88    | 0.00%             | 2029-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1025000 | PA      | $944868.38    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   6000000 | PA      | $5560226.15   | 0.02%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    740049 | PA      | $694434.52    | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299019.01    | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6533837 | PA      | $6687934.02   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                                                                    | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1145000 | PA      | $1223946.13   | 0.00%             | 2053-09-06      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    905000 | PA      | $912232.08    | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables Owner Trust, Series 2024-D, Class A3                                                                  | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2013306.57   | 0.01%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    595000 | PA      | $438210.82    | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281289.20    | 0.00%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $402708.52    | 0.00%             | 2028-05-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451976.49    | 0.00%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    600000 | PA      | $570489.30    | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1068076.99   | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp, Series X                                                                                                          | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1417889.29   | 0.00%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1474740.35   | 0.00%             | 2053-04-11      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    445000 | PA      | $416943.93    | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95688.01     | 0.00%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1513000 | PA      | $1392607.56   | 0.00%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    775000 | PA      | $802749.64    | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $844224.58    | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161282 | PA      | $159910.11    | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                                                   | Bank of the Philippine Islands                                                                                                | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | DBT              | CORP              | PH        |    400000 | PA      | $412266.28    | 0.00%             | 2029-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    965000 | PA      | $977154.42    | 0.00%             | 2027-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    507000 | PA      | $506141.14    | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LAH6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    505000 | PA      | $487726.23    | 0.00%             | 2027-07-06      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2018                                                                                              | CUSIP: 13063DGC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   2815000 | PA      | $2802239.16   | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    895000 | PA      | $892421.66    | 0.00%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1215000 | PA      | $1242324.92   | 0.00%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                                | Ziggo Bond Co. BV                                                                                                             | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    480000 | PA      | $424822.08    | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    545000 | PA      | $551326.37    | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery, Series 2020                                    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    385000 | PA      | $234777.63    | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Hong Kong Sukuk 2017 Ltd.                                                        | Hong Kong Sukuk 2017 Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 9845004EH88ADEFC6867       | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $796085.92    | 0.00%             | 2027-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1088829.27   | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    425000 | PA      | $426846.39    | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485000 | PA      | $448906.79    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $326681.81    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    920000 | PA      | $913844.84    | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |    660000 | PA      | $677744.90    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1155000 | PA      | $1115258.14   | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $632447.74    | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AmFam Holdings, Inc.                                                             | AmFam Holdings, Inc.                                                                                                          | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $407245.42    | 0.00%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277630.92    | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    440000 | PA      | $452658.29    | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    595000 | PA      | $584592.17    | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    335000 | PA      | $350631.65    | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L9KW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144360 | PA      | $139729.26    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                                  | Mirae Asset Securities Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $407230.56    | 0.00%             | 2028-03-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44400 | PA      | $41743.20     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    600000 | PA      | $621144.84    | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1389046 | PA      | $1290712.90   | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    400000 | PA      | $412163.79    | 0.00%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                          | Nissan Auto Lease Trust, Series 2025-A, Class A3                                                                              | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009566.97   | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    530000 | PA      | $528114.71    | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   1000000 | PA      | $988226.00    | 0.00%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 19 Ltd.                                               | CK Hutchison International 19 Ltd.                                                                                            | CUSIP: 12564CAB2<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |   1017000 | PA      | $1000824.37   | 0.00%             | 2029-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1617152.97   | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    624000 | PA      | $600323.27    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1195703.52   | 0.00%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    525000 | PA      | $355198.71    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $1933693.59   | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1520379.78   | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1113194.33   | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    710000 | PA      | $647628.85    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1505845.16   | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    870000 | PA      | $865551.49    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    950000 | PA      | $956969.02    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  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        |   1100000 | PA      | $1116558.85   | 0.00%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: 48723TAC5<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $595343.23    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health, Series 2020                                                                                                    | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $228561.77    | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    485000 | PA      | $446330.52    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series C                                                                                                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $736727.42    | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                          | AS Mileage Plan IP Ltd.                                                                                                       | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     80000 | PA      | $80923.25     | 0.00%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3100000 | PA      | $2877614.59   | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2000000 | PA      | $2072155.20   | 0.01%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50830 | PA      | $50168.96     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | Barrick North America Finance LLC                                                                                             | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1030162.49   | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    500000 | PA      | $522215.76    | 0.00%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CLP Power Hong Kong Financing Ltd.                                               | CLP Power Hong Kong Financing Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900SBJOP9O3YV1271       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $792869.65    | 0.00%             | 2027-10-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    780000 | PA      | $806916.23    | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                           | Compass Group Diversified Holdings LLC                                                                                        | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    319105 | PA      | $284695.55    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1456416.46   | 0.00%             | 2033-11-13      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       900 | PA      | $882.77       | 0.00%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1180000 | PA      | $1046790.49   | 0.00%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506503.90    | 0.00%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3007729 | PA      | $3151681.07   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECE3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1033953.77   | 0.00%             | 2028-08-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                                                    | Fortive Corp.                                                                                                                 | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    547000 | PA      | $454435.11    | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    900000 | PA      | $836744.73    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V5, Class B                                                                             | CUSIP: 08163XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1026117.55   | 0.00%             | 2057-01-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1375000 | PA      | $1465689.35   | 0.00%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    365000 | PA      | $346678.65    | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    420000 | PA      | $440741.93    | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Cincinnati Financial Corp.                                                       | Cincinnati Financial Corp.                                                                                                    | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    723000 | PA      | $773958.28    | 0.00%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB42<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $602163.80    | 0.00%             | 2027-09-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    745000 | PA      | $819510.39    | 0.00%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTGC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2809634 | PA      | $2819990.69   | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111318000 | PA      | $114274884.38 | 0.33%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1260000 | PA      | $1135612.33   | 0.00%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    752000 | PA      | $764304.86    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQKT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3723302 | PA      | $3756562.83   | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    689000 | PA      | $597828.59    | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    963000 | PA      | $855781.79    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728989.87    | 0.00%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    578000 | PA      | $448048.84    | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $508650.52    | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1674193.79   | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    635000 | PA      | $573449.61    | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | Teachers Insurance & Annuity Association of America                                                                           | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $895008.00    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    540000 | PA      | $513917.95    | 0.00%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| CDBL Funding 1                                                                   | CDBL Funding 1                                                                                                                | CUSIP: N/A<br>LEI: 254900PLOF8VWTAH3F83       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $593698.33    | 0.00%             | 2027-10-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $233635.67    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-174, Class A2 | CUSIP: 3137HNWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1001497.60   | 0.00%             | 2035-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2684900.06   | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234704 | PA      | $231108.98    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    595000 | PA      | $605599.01    | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $469987.99    | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $514192.29    | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    465000 | PA      | $317413.83    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475978.65    | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    540000 | PA      | $489928.67    | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sats Treasury Pte. Ltd.                                                          | Sats Treasury Pte. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900I8S3NS01XMTR57       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $611585.90    | 0.00%             | 2029-01-23      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance plc                                                | Swiss RE Subordinated Finance plc                                                                                             | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $415224.13    | 0.00%             | 2046-04-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    375000 | PA      | $361177.55    | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512711.26    | 0.00%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542389 | PA      | $539694.83    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| George Washington University (The)                                               | George Washington University (The), Series 2018                                                                               | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    692000 | PA      | $563571.20    | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WLAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86958 | PA      | $81983.35     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1910000 | PA      | $1950027.49   | 0.01%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1416045.26   | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Sovereign Sukuk SAOC                                                                                                     | CUSIP: N/A<br>LEI: 549300KM6RUZQLK8LU36       | Long             | DBT              | NUSS              | OM        |   2000000 | PA      | $2033041.02   | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVEU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10503507 | PA      | $8563172.99   | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The), Series 2025                                                                          | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    520000 | PA      | $522025.95    | 0.00%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    830000 | PA      | $814147.74    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    485000 | PA      | $507153.41    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L7LF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90630 | PA      | $85233.35     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5540555 | PA      | $5143290.21   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1561761.98   | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    484000 | PA      | $567934.63    | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1432040.99   | 0.00%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87342000 | PA      | $87625179.14  | 0.25%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    490000 | PA      | $475105.18    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1908000 | PA      | $1745086.11   | 0.00%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    809000 | PA      | $887205.98    | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                      | RenaissanceRe Holdings Ltd.                                                                                                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $312553.91    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                    | Staples, Inc.                                                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2387529.55   | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   1600000 | PA      | $1408197.41   | 0.00%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344897.10    | 0.00%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   2400000 | PA      | $2316426.14   | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $647822.97    | 0.00%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $349533.68    | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1063760.92   | 0.00%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                               | AmWINS Group, Inc.                                                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    850000 | PA      | $838301.45    | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series P                                                                                                      | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    502000 | PA      | $469539.19    | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                                   | CUSIP: 423012AG8<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    840000 | PA      | $702752.41    | 0.00%             | 2047-03-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                  | B&G Foods, Inc.                                                                                                               | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    805000 | PA      | $759925.77    | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp., Series 20-A                                                                                   | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    660000 | PA      | $583804.13    | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1391419.18   | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $1573258.75   | 0.00%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6CH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1006530 | PA      | $997185.98    | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCIF Hong Kong Ltd.                                                             | CSCIF Hong Kong Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900I8Y7Q0BV4W5W20       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $400379.46    | 0.00%             | 2027-05-31      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBH1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1009408.48   | 0.00%             | 2031-01-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Marriott Ownership Resorts, Inc.                                                 | Marriott Ownership Resorts, Inc.                                                                                              | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    565000 | PA      | $538459.90    | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: N/A<br>LEI: 549300XXMOJSIW8P4769       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201725.58    | 0.00%             | 2028-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1000058.08   | 0.00%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                             | Cantor Fitzgerald LP                                                                                                          | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    545000 | PA      | $545130.46    | 0.00%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    678000 | PA      | $676143.81    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    302000 | PA      | $230787.03    | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    420000 | PA      | $328497.13    | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $753299.85    | 0.00%             | 2032-03-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    630000 | PA      | $565181.21    | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2600543.62   | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1098075.95   | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58266 | PA      | $58094.96     | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1471068.26   | 0.00%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    575000 | PA      | $556087.46    | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1015888.57   | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    371000 | PA      | $300480.08    | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBF5<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    689000 | PA      | $684887.46    | 0.00%             | 2027-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72468700 | PA      | $73261326.41  | 0.21%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3112585.90   | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    545000 | PA      | $565904.85    | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2D8<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625717.22    | 0.00%             | 2028-11-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $372026.72    | 0.00%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1928000 | PA      | $1941488.46   | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp.                                                                | Eaton Vance Corp.                                                                                                             | CUSIP: 278265AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    647000 | PA      | $644663.97    | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    892000 | PA      | $960958.55    | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $1011768.71   | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                                                   | Broadstreet Partners Group LLC                                                                                                | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    805000 | PA      | $801132.73    | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1350880.29   | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    568000 | PA      | $305850.79    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    445000 | PA      | $455237.13    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    720000 | PA      | $651168.58    | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    572000 | PA      | $510581.78    | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    770000 | PA      | $620197.88    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    905000 | PA      | $869119.51    | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Korea Water Resources Corp.                                                      | Korea Water Resources Corp.                                                                                                   | CUSIP: N/A<br>LEI: 98840035IHSMZZ2TP220       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201108.00    | 0.00%             | 2027-05-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1225000 | PA      | $1313197.57   | 0.00%             | 2034-04-02      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    215000 | PA      | $175501.37    | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nova Securitisation SARL                                                         | Nova Securitisation SARL                                                                                                      | CUSIP: 66984FAB3<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197076.91    | 0.00%             | 2036-02-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    650000 | PA      | $513290.50    | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1279099.02   | 0.00%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    655000 | PA      | $501671.49    | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    615000 | PA      | $570780.99    | 0.00%             | 2031-05-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                       | LABL, Inc.                                                                                                                    | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    335000 | PA      | $151632.62    | 0.00%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Alleghany Corp.                                                                  | Alleghany Corp.                                                                                                               | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    405000 | PA      | $396558.47    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1387769.20   | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |   2150000 | PA      | $2192177.59   | 0.01%             | 2028-03-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                                            | New England Power Co.                                                                                                         | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    527000 | PA      | $320895.45    | 0.00%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1160855.53   | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    540000 | PA      | $546893.59    | 0.00%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                               | Cintas Corp. No. 2                                                                                                            | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    355000 | PA      | $347322.43    | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8WL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18469939 | PA      | $15272557.20  | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital Southwest Corp.                                                          | Capital Southwest Corp.                                                                                                       | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190051.33    | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1302920.11   | 0.00%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                               | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    617000 | PA      | $718310.13    | 0.00%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490064D4J0UOZ7XS89       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $600986.45    | 0.00%             | 2028-03-04      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132VQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171484 | PA      | $161063.95    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1014082.42   | 0.00%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp.                                                                  | NewMarket Corp.                                                                                                               | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    440000 | PA      | $402899.35    | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $449141.93    | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MATV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197464 | PA      | $194639.56    | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $956870.65    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499920.70    | 0.00%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353154.58    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                                                                      | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    740000 | PA      | $748509.22    | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8256412 | PA      | $8379832.70   | 0.02%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    531000 | PA      | $530117.68    | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2026880.96   | 0.01%             | 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        |    845000 | PA      | $791518.25    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1675000 | PA      | $1737900.63   | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    780000 | PA      | $786981.19    | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2630000 | PA      | $2629734.64   | 0.01%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                                | Masterbrand, Inc.                                                                                                             | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    735000 | PA      | $762504.18    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    493000 | PA      | $389513.75    | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $997820.45    | 0.00%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $317335.25    | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1254257.45   | 0.00%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1185000 | PA      | $1217285.26   | 0.00%             | 2027-10-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326623.09    | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    860000 | PA      | $860857.23    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                           | TRI Pointe Homes, Inc.                                                                                                        | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $349893.16    | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1274896.82   | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                          | Howden UK Refinance plc                                                                                                       | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |   1170000 | PA      | $1209946.53   | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1842044.57   | 0.01%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    368000 | PA      | $310701.44    | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Holdings BVI Ltd.                                             | Gold Fields Orogen Holdings BVI Ltd.                                                                                          | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $419544.76    | 0.00%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5741914.06   | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1005000 | PA      | $1192967.47   | 0.00%             | 2033-11-21      | Variable      | 8.25%                 | No            |                  2 | On Loan: —       |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                                      | CUSIP: 86959LAQ6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    640000 | PA      | $650876.09    | 0.00%             | 2027-05-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    550000 | PA      | $490269.90    | 0.00%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429752.74    | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                             | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626415.86    | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4694000 | PA      | $4665326.96   | 0.01%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1725988.23   | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                                          | CD&R Smokey Buyer, Inc.                                                                                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $639469.89    | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series E                                                                                               | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    438000 | PA      | $474293.97    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1177247.78   | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                    | Bank of New York Mellon (The)                                                                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416883.29    | 0.00%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3691688 | PA      | $3042826.17   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    732136 | PA      | $669650.32    | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335011.50    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    691000 | PA      | $734352.37    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7NZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291120 | PA      | $272639.09    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                                                           | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    725000 | PA      | $721354.16    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1339009.97   | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    474000 | PA      | $286592.64    | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    569000 | PA      | $420156.99    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                          | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $463153.31    | 0.00%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    546000 | PA      | $601472.54    | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Consorcio Transmantaro SA                                                        | Consorcio Transmantaro SA                                                                                                     | CUSIP: N/A<br>LEI: 549300NL65DC6HVEJX96       | Long             | DBT              | CORP              | PE        |    400000 | PA      | $397622.11    | 0.00%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    495000 | PA      | $509726.13    | 0.00%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1550000 | PA      | $1690883.47   | 0.00%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                                | 180 Medical, Inc.                                                                                                             | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396801.59    | 0.00%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200576.22    | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    870000 | PA      | $886965.69    | 0.00%             | 2028-01-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $661246.60    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                             | Africa Finance Corp.                                                                                                          | CUSIP: N/A<br>LEI: 213800LXFHRRXIJRXW97       | Long             | DBT              | NUSS              | US        |    800000 | PA      | $766888.99    | 0.00%             | 2029-10-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2755107.98   | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  93835330 | PA      | $78063240.24  | 0.22%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1438871.37   | 0.00%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395969.11    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1042241.44   | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132413 | PA      | $132051.87    | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3000000 | PA      | $3007326.11   | 0.01%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J6E94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599955 | PA      | $566889.57    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                                      | Mitsubishi HC Capital, Inc.                                                                                                   | CUSIP: 60682LAH5<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $567496.37    | 0.00%             | 2027-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: —       |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1240000 | PA      | $939321.74    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    735000 | PA      | $780160.30    | 0.00%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2658035.64   | 0.01%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    314000 | PA      | $290573.81    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    495000 | PA      | $461071.12    | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | University of Virginia, Series 2017C                                                                                          | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $36636.38     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596301.86    | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1243000 | PA      | $1228412.24   | 0.00%             | 2029-04-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $800773.53    | 0.00%             | 2027-11-05      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $1830548.67   | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series A                                                                                               | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    365000 | PA      | $358216.47    | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                               | Wand NewCo 3, Inc.                                                                                                            | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1329672.60   | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    501000 | PA      | $495079.96    | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $388587.38    | 0.00%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                                | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    800000 | PA      | $679546.71    | 0.00%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    335000 | PA      | $305876.16    | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GDZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2222701 | PA      | $2058266.49   | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                               | RWE Finance US LLC                                                                                                            | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1249406.78   | 0.00%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                                     | Centrica plc                                                                                                                  | CUSIP: 15639KAB8<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $381120.67    | 0.00%             | 2043-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    445000 | PA      | $398819.63    | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255712.26    | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                                                                   | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $691718.70    | 0.00%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.                                         | Eastern Gas Transmission & Storage, Inc.                                                                                      | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    517000 | PA      | $461771.42    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1138105 | PA      | $1142575.99   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    390000 | PA      | $275539.70    | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40114000 | PA      | $40350609.92  | 0.11%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    615000 | PA      | $499411.66    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    505000 | PA      | $530372.04    | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAQ9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    935000 | PA      | $729514.34    | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi A/S                                                      | Turkiye Garanti Bankasi A/S                                                                                                   | CUSIP: N/A<br>LEI: 5493002XSS7K7RHN1V37       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $620281.79    | 0.00%             | 2035-01-03      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1966221 | PA      | $1920892.93   | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    976000 | PA      | $974001.59    | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |   1400000 | PA      | $1336779.42   | 0.00%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $487795.63    | 0.00%             | 2049-08-08      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                            | Long Ridge Energy LLC                                                                                                         | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    585000 | PA      | $621269.00    | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2148637.44   | 0.01%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    652000 | PA      | $550213.29    | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                        | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    545000 | PA      | $599820.58    | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279110.84    | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                         | Blue Racer Midstream LLC                                                                                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $613198.73    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1750000 | PA      | $1776448.02   | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $1722408.95   | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAJ1<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $142562.87    | 0.00%             | 2039-07-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2179499.22   | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Khazanah Global Sukuk Bhd.                                                       | Khazanah Global Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 213800VIN16ILYRCKD86       | Long             | DBT              | CORP              | MY        |    800000 | PA      | $810965.64    | 0.00%             | 2028-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    915000 | PA      | $911255.13    | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAB3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $729473.26    | 0.00%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455417.02    | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42241000 | PA      | $40465557.97  | 0.12%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLP Power HK Finance Ltd.                                                        | CLP Power HK Finance Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 254900V6QHCRGVD95V85       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $207993.98    | 0.00%             | 2030-04-23      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $622263.60    | 0.00%             | 2027-11-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1295023.14   | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                        | Magna International, Inc.                                                                                                     | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $275839.00    | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $570699.33    | 0.00%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185836.42    | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QM5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7448914 | PA      | $6329399.33   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                                          | Scripps Escrow II, Inc.                                                                                                       | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $466724.93    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Brown-Forman Corp.                                                               | Brown-Forman Corp.                                                                                                            | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    701000 | PA      | $609423.97    | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    635000 | PA      | $670178.30    | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    957000 | PA      | $876297.09    | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                                                     | Tronox, Inc.                                                                                                                  | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54502.87     | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                                                                | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2922554.83   | 0.01%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                          | Froneri Lux Finco SARL                                                                                                        | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $80974.51     | 0.00%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1111408.51   | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $888953.88    | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $950620.23    | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $760065.34    | 0.00%             | 2030-02-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Hongkong International Qingdao Co. Ltd.                                          | Hongkong International Qingdao Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300SGT6G2H5JRJN32       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $610930.77    | 0.00%             | 2027-09-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                                   | Tennessee Gas Pipeline Co. LLC                                                                                                | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1311454.29   | 0.00%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $627271.45    | 0.00%             | 2033-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Spire Missouri, Inc.                                                             | Spire Missouri, Inc.                                                                                                          | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196519.92    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                     | ams-OSRAM AG                                                                                                                  | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    435000 | PA      | $464922.76    | 0.00%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                       | Coronado Finance Pty. Ltd.                                                                                                    | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    423000 | PA      | $399615.33    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Virginia Power Fuel Securitization LLC                                           | Virginia Power Fuel Securitization LLC, Series A-2                                                                            | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2558133.79   | 0.01%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1917000 | PA      | $2054044.67   | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    540000 | PA      | $605293.85    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    860000 | PA      | $916519.51    | 0.00%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $414901.85    | 0.00%             | 2030-01-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24110263 | PA      | $19662466.01  | 0.06%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | Sabra Health Care LP                                                                                                          | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    451000 | PA      | $441490.09    | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    905000 | PA      | $912472.46    | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $1941461.93   | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    870000 | PA      | $778608.13    | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    905000 | PA      | $906773.22    | 0.00%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                         | Open Text Holdings, Inc.                                                                                                      | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    668000 | PA      | $600321.60    | 0.00%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 08-A                                                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    635000 | PA      | $650129.62    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    570000 | PA      | $528075.78    | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185209.51    | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    535000 | PA      | $537399.90    | 0.00%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $952765.35    | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18953865 | PA      | $15469897.87  | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511640.07    | 0.00%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1884000 | PA      | $2103900.10   | 0.01%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    625000 | PA      | $395256.09    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2122000 | PA      | $2170808.78   | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    435000 | PA      | $364915.06    | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    940000 | PA      | $853110.69    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series AA                                                                                              | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    450000 | PA      | $412623.43    | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    395000 | PA      | $354720.92    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |    790000 | PA      | $854793.62    | 0.00%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    500000 | PA      | $145872.05    | 0.00%             | 2035-11-02      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $482036.04    | 0.00%             | 2063-08-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1870000 | PA      | $2064315.39   | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1012471.10   | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    434000 | PA      | $448977.89    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1170000 | PA      | $899180.78    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5818477 | PA      | $5251892.07   | 0.01%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1024580.93   | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                         | SESI LLC                                                                                                                      | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337595.36    | 0.00%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NMI Holdings, Inc.                                                               | NMI Holdings, Inc.                                                                                                            | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279941.77    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   1200000 | PA      | $1129099.07   | 0.00%             | 2052-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                                                                       | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $213435.72    | 0.00%             | 2035-03-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1907135.83   | 0.01%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    565000 | PA      | $647019.83    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    750000 | PA      | $744650.79    | 0.00%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    620000 | PA      | $562690.69    | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                         | Broadstone Net Lease LLC                                                                                                      | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443655.38    | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp.                                                                   | Broadcom Corp.                                                                                                                | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1023822.65   | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    810000 | PA      | $801068.76    | 0.00%             | 2028-02-16      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    819000 | PA      | $817033.89    | 0.00%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $767263.33    | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L3, Class C                                                                       | CUSIP: 61691UBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $219503.77    | 0.00%             | 2052-11-15      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                      | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $652995.75    | 0.00%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                      | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |   1000000 | PA      | $909315.92    | 0.00%             | 2031-03-18      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L9V69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268617 | PA      | $251439.40    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                                   | Lima Metro Line 2 Finance Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    410076 | PA      | $424207.08    | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1949984 | PA      | $2033448.03   | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                          | Albion Financing 1 SARL                                                                                                       | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   1255000 | PA      | $1309765.45   | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                                                              | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $626026.87    | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387928.34    | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64634000 | PA      | $65487370.78  | 0.19%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    615000 | PA      | $536109.58    | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1540000 | PA      | $1395904.99   | 0.00%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1265000 | PA      | $1301317.11   | 0.00%             | 2030-01-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    733000 | PA      | $694682.51    | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    435000 | PA      | $404522.75    | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99396.90     | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $865177.33    | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8MH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2163209 | PA      | $1873460.87   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1165000 | PA      | $1171956.12   | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    705000 | PA      | $737722.71    | 0.00%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAB0<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    750000 | PA      | $815310.22    | 0.00%             | 2039-11-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12658551 | PA      | $10979852.12  | 0.03%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1890000 | PA      | $1790932.96   | 0.01%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Franklin BSP Capital Corp.                                                       | Franklin BSP Capital Corp.                                                                                                    | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62195.33     | 0.00%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    762000 | PA      | $656527.85    | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    650000 | PA      | $646892.51    | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    400000 | PA      | $381239.08    | 0.00%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0VZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2266150 | PA      | $2337896.83   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    925000 | PA      | $885205.41    | 0.00%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349410.66    | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AL Jawaher Assets Co. Spc                                                        | AL Jawaher Assets Co. Spc                                                                                                     | CUSIP: N/A<br>LEI: 6354007IHCAYDAUAAY02       | Long             | DBT              | CORP              | OM        |    600000 | PA      | $592063.62    | 0.00%             | 2030-10-29      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239351.76    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427P4T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1113013 | PA      | $1143662.05   | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 2                                                            | Scentre Group Trust 2                                                                                                         | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |    810000 | PA      | $814681.53    | 0.00%             | 2080-09-24      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CSI MTN Ltd.                                                                     | CSI MTN Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 2549008F29JNGIBO2O60       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $401702.12    | 0.00%             | 2028-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                              | Pennsylvania State University (The), Series 2020D                                                                             | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    250000 | PA      | $167506.62    | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    755000 | PA      | $790904.97    | 0.00%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    800000 | PA      | $793918.55    | 0.00%             | 2031-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2990708.23   | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M4E8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |  10175000 | PA      | $10205073.42  | 0.03%             | 2028-06-26      | Fixed         | 4.50%                 | 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        |    715000 | PA      | $707376.78    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N56J3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31421000 | PA      | $31856769.38  | 0.09%             | 2056-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                           | Antero Resources Corp.                                                                                                        | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377169.54    | 0.00%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Taizhou Urban Construction & Investment Development Group Co. Ltd.               | Taizhou Urban Construction & Investment Development Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 3003009757VFP4VML748       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $202023.16    | 0.00%             | 2027-07-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                      | Ohio State University (The), Series 2011A                                                                                     | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    200000 | PA      | $166099.87    | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    870000 | PA      | $826517.00    | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    210000 | PA      | $172790.63    | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    415000 | PA      | $399954.30    | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $995077.72    | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    605000 | PA      | $623469.95    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $724383.31    | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    810000 | PA      | $835447.30    | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359927.16    | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    520000 | PA      | $516701.59    | 0.00%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                       | Go Daddy Operating Co. LLC                                                                                                    | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    790000 | PA      | $789290.34    | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAY2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $941633.20    | 0.00%             | 2033-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    720000 | PA      | $735536.95    | 0.00%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3397506.27   | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                    | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    554000 | PA      | $541206.55    | 0.00%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $555808.21    | 0.00%             | 2047-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74876.12     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681MAE8<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $595097.67    | 0.00%             | 2027-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                                                      | Amdocs Ltd.                                                                                                                   | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    757000 | PA      | $695488.61    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8799152 | PA      | $8639042.19   | 0.02%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507703.47    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    690000 | PA      | $714145.97    | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| High Street Funding Trust II                                                     | High Street Funding Trust II                                                                                                  | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $319445.58    | 0.00%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5634954 | PA      | $5398246.03   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                    | Veralto Corp.                                                                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    680000 | PA      | $707074.55    | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series 2025                                                                                                 | CUSIP: 04351LAE0<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429833.30    | 0.00%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    966000 | PA      | $957767.30    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC, Series D                                                                                   | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    660000 | PA      | $748071.82    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    635000 | PA      | $625192.89    | 0.00%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    546000 | PA      | $343577.72    | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   3230000 | PA      | $3766208.43   | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                                                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |   1253369 | PA      | $897960.22    | 0.00%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMY25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5698523 | PA      | $5051007.39   | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                           | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1983000 | PA      | $1423826.99   | 0.00%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1438976.17   | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | Oaktree Strategic Credit Fund                                                                                                 | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370358.59    | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    845000 | PA      | $860959.77    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    595000 | PA      | $446387.34    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                              | STL Holding Co. LLC                                                                                                           | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    286000 | PA      | $301104.56    | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                                                     | Methanex US Operations, Inc.                                                                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $603346.47    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    645000 | PA      | $663567.00    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1611068.05   | 0.00%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQ2P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4123737 | PA      | $4217893.52   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKQY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5159407 | PA      | $4387443.45   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    840000 | PA      | $571927.38    | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611097.04    | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1800000 | PA      | $1356699.16   | 0.00%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                         | Radiology Partners, Inc.                                                                                                      | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    768256 | PA      | $768245.12    | 0.00%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: —       |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512107.34    | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538895.38    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1259544.61   | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    594000 | PA      | $546792.23    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 201                                                                           | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $811875.31    | 0.00%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1029000 | PA      | $1016129.44   | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $475271.80    | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VIII Ltd.                                          | China Overseas Finance Cayman VIII Ltd.                                                                                       | CUSIP: N/A<br>LEI: 300300JLMTEWBKJNL662       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $928466.47    | 0.00%             | 2030-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $611949.36    | 0.00%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                        | Manitowoc Co., Inc. (The)                                                                                                     | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    330000 | PA      | $358286.44    | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1097237.48   | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CU4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396544.43    | 0.00%             | 2035-12-02      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Hunt Cos., Inc.                                                                  | Hunt Cos., Inc.                                                                                                               | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    735000 | PA      | $718200.34    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1676671 | PA      | $1435019.57   | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1370000 | PA      | $1409729.20   | 0.00%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                     | Coca-Cola Consolidated, Inc.                                                                                                  | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1011712.82   | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    620000 | PA      | $637632.43    | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    600000 | PA      | $639123.75    | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302716.04    | 0.00%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LFE4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289506.23    | 0.00%             | 2031-01-13      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp., Series R                                                                                              | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402058.11    | 0.00%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3400000 | PA      | $3434402.51   | 0.01%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1587888.93   | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8C52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617554 | PA      | $583518.98    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    485000 | PA      | $499019.71    | 0.00%             | 2035-12-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    619000 | PA      | $522169.15    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290238.53    | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    605000 | PA      | $605828.80    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare, Inc.                                                       | Northwell Healthcare, Inc.                                                                                                    | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    472000 | PA      | $372892.17    | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Ascot Group Ltd.                                                                 | Ascot Group Ltd.                                                                                                              | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    805000 | PA      | $746394.48    | 0.00%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SNB Sukuk Ltd.                                                                   | SNB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300NDOY781U1WVO54       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $591152.08    | 0.00%             | 2027-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y9SR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36359 | PA      | $35518.58     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    535000 | PA      | $551751.99    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1425065.04   | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $993463.03    | 0.00%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1230892.95   | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2519726.93   | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                                                                  | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    550000 | PA      | $470678.54    | 0.00%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alaska Airlines Pass-Through Trust                                               | Alaska Airlines Pass-Through Trust, Series 2020-1, Class A                                                                    | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    963773 | PA      | $967403.77    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| William Marsh Rice University                                                    | William Marsh Rice University                                                                                                 | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    335000 | PA      | $266269.72    | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   1910000 | PA      | $1935081.90   | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 049362AA4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    565000 | PA      | $557976.03    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | 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        |    300000 | PA      | $304173.93    | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |  10270000 | PA      | $10069762.06  | 0.03%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LSEG Finance plc                                                                 | LSEG Finance plc                                                                                                              | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $693773.46    | 0.00%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                    | Pharmacia LLC                                                                                                                 | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773000 | PA      | $827652.02    | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Belo Corp.                                                                       | Belo Corp.                                                                                                                    | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $494185.86    | 0.00%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    883000 | PA      | $774855.40    | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | Smurfit Kappa Treasury ULC                                                                                                    | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    920000 | PA      | $949504.75    | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2898469.46   | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    915000 | PA      | $844693.48    | 0.00%             | 2033-01-12      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VBD9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    440000 | PA      | $445032.51    | 0.00%             | 2030-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    686000 | PA      | $591952.36    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $600014.35    | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568670.48    | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    640000 | PA      | $625061.88    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   1489076 | PA      | $837272.13    | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   5000000 | PA      | $4947767.89   | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    565000 | PA      | $581658.77    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8GN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247557 | PA      | $236003.99    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1100881.37   | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                       | Grifols SA                                                                                                                    | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    810000 | PA      | $798304.75    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1839711.86   | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Central Cooling Co. PJSC                                                | National Central Cooling Co. PJSC                                                                                             | CUSIP: N/A<br>LEI: 254900E7M1Y3DXGQ1283       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $818958.58    | 0.00%             | 2030-03-05      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    515000 | PA      | $508073.82    | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    520000 | PA      | $549835.02    | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    725000 | PA      | $751978.65    | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1139866.93   | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546212 | PA      | $529747.63    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    670000 | PA      | $661726.34    | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    520000 | PA      | $377608.78    | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335054.45    | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    635000 | PA      | $604187.41    | 0.00%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| RH International Singapore Corp. Pte. Ltd.                                       | RH International Singapore Corp. Pte. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 213800DFBAY9ELFJAI17       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $198995.21    | 0.00%             | 2028-03-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S&S Holdings LLC                                                                 | S&S Holdings LLC                                                                                                              | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $619006.54    | 0.00%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MAR Finance LLC                                                                  | MAR Finance LLC                                                                                                               | CUSIP: N/A<br>LEI: 2763L3SGOM896H5KD452       | Long             | DBT              | CORP              | QA        |    400000 | PA      | $407483.95    | 0.00%             | 2030-05-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   2200000 | PA      | $2309811.30   | 0.01%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $402251.25    | 0.00%             | 2033-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XQQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2179921 | PA      | $2247480.76   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $565388.66    | 0.00%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    410000 | PA      | $396365.14    | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| BankUnited, Inc.                                                                 | BankUnited, Inc.                                                                                                              | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306071.70    | 0.00%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1330495.94   | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    580000 | PA      | $586895.50    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5336486 | PA      | $4409699.57   | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLCE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1118905 | PA      | $1077280.17   | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    755000 | PA      | $770912.32    | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    610000 | PA      | $650820.85    | 0.00%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: —       |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1263000 | PA      | $1160186.86   | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                           | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $550835.38    | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   3225000 | PA      | $3273907.33   | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140ADGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6219947 | PA      | $6393961.95   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                    | Apollo Management Holdings LP                                                                                                 | CUSIP: 03765HAD3<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    565000 | PA      | $574405.13    | 0.00%             | 2029-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $374932.10    | 0.00%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| J Paul Getty Trust (The)                                                         | J Paul Getty Trust (The)                                                                                                      | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482934.05    | 0.00%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149244.90    | 0.00%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2576188.30   | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1500000 | PA      | $1640728.12   | 0.00%             | 2037-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    850000 | PA      | $857162.82    | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    250000 | PA      | $275292.68    | 0.00%             | 2040-10-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4962440 | PA      | $4636616.46   | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    447000 | PA      | $412088.45    | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                                    | Vontier Corp.                                                                                                                 | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    744000 | PA      | $715610.33    | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1331640.51   | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                                        | LKQ Corp.                                                                                                                     | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $486543.63    | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    680000 | PA      | $578945.21    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1200000 | PA      | $1227628.27   | 0.00%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    588000 | PA      | $442373.37    | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    946000 | PA      | $828278.24    | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1645000 | PA      | $1568839.70   | 0.00%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1459813.55   | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp.                                                 | United Nations Development Corp., Series 2025A                                                                                | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $179891.69    | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1882085.35   | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aegea Finance SARL                                                               | Aegea Finance SARL                                                                                                            | CUSIP: N/A<br>LEI: 213800V6WTKUT1XWIZ47       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $848285.25    | 0.00%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    653000 | PA      | $489442.65    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398711.29    | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | Credit Suisse USA LLC                                                                                                         | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $2100947.44   | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series A                                                                                       | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    246000 | PA      | $263674.55    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada, Series US-5                                                                      | CUSIP: 0778FPAG4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $451684.53    | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1495000 | PA      | $1539362.30   | 0.00%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1160812.83   | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series EE                                                                                                   | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    425000 | PA      | $278193.81    | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   1400000 | PA      | $1374739.47   | 0.00%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    897000 | PA      | $891621.51    | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1293000 | PA      | $1308967.58   | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                            | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1442864.69   | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    440000 | PA      | $348670.72    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ITR Concession Co. LLC                                                           | ITR Concession Co. LLC                                                                                                        | CUSIP: 450636AC9<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |    288000 | PA      | $284850.34    | 0.00%             | 2035-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJH48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1754801 | PA      | $1663623.05   | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YBSN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60784 | PA      | $59457.01     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36868000 | PA      | $36395628.75  | 0.10%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    975000 | PA      | $976986.37    | 0.00%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1028316.49   | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    644000 | PA      | $630709.15    | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                             | Allegiant Travel Co.                                                                                                          | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    461000 | PA      | $466058.21    | 0.00%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    480000 | PA      | $494402.39    | 0.00%             | 2033-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    618000 | PA      | $446861.08    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd.                                                                 | SiriusPoint Ltd.                                                                                                              | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $79421.10     | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1413925.26   | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1240096.41   | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp.                                                             | Trinity Health Corp.                                                                                                          | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    523000 | PA      | $436320.44    | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331751.90    | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    765000 | PA      | $774164.99    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $197062.05    | 0.00%             | 2027-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    695000 | PA      | $653531.91    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    595000 | PA      | $601674.30    | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    705000 | PA      | $734918.88    | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    890000 | PA      | $796773.06    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| El Paso Natural Gas Co. LLC                                                      | El Paso Natural Gas Co. LLC                                                                                                   | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372000 | PA      | $346049.99    | 0.00%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1681641.19   | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $13727.30     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                        | Versant Media Group, Inc.                                                                                                     | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409841.67    | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                           | TTM Technologies, Inc.                                                                                                        | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    510000 | PA      | $495455.76    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2159000 | PA      | $2164876.49   | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2RC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8087229 | PA      | $8437643.29   | 0.02%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Andrew W Mellon Foundation (The)                                                 | Andrew W Mellon Foundation (The), Series 2020                                                                                 | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    523000 | PA      | $501767.80    | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411701.92    | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    713951 | PA      | $653419.68    | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    492000 | PA      | $544007.40    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                                       | CUSIP: 87305QCM1<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    415000 | PA      | $349553.75    | 0.00%             | 2046-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                                                                         | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1379451.55   | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    797000 | PA      | $746409.98    | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co., Series B                                                                                                  | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    675000 | PA      | $663253.65    | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    433000 | PA      | $465212.01    | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    560000 | PA      | $531165.88    | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAS1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    475000 | PA      | $394163.65    | 0.00%             | 2046-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1238177.16   | 0.00%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    627000 | PA      | $610840.92    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3835835 | PA      | $2984835.78   | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334986.59    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $396599.55    | 0.00%             | 2031-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8377177 | PA      | $6968707.50   | 0.02%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $643547.50    | 0.00%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                           | Brightstar Lottery plc                                                                                                        | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $327899.27    | 0.00%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1242863.52   | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                  | PRA Group, Inc.                                                                                                               | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    365000 | PA      | $334574.24    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    859000 | PA      | $852083.88    | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1500814.16   | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    778000 | PA      | $783960.61    | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    285000 | PA      | $287319.57    | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                                    | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    485000 | PA      | $413902.04    | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    517000 | PA      | $439523.39    | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1310968.99   | 0.00%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71242600 | PA      | $67051531.42  | 0.19%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IsDB Trust Services No. 2 SARL                                                   | IsDB Trust Services No. 2 SARL                                                                                                | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |    200000 | PA      | $203005.10    | 0.00%             | 2028-03-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3488248.39   | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| M&G plc                                                                          | M&G plc                                                                                                                       | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |    450000 | PA      | $468039.75    | 0.00%             | 2048-10-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $2216255.27   | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 529900JQUPIQW0D5RA73       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200412.44    | 0.00%             | 2028-03-24      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC                                                                                                     | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $343212.98    | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corp.                                                          | Castle US Holding Corp.                                                                                                       | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |    205000 | PA      | $50964.50     | 0.00%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                           | Engie Energia Chile SA                                                                                                        | CUSIP: N/A<br>LEI: 5493000FIKCC3ZDWTO77       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $638715.08    | 0.00%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp. Ltd.                                                     | Oil & Natural Gas Corp. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $192528.62    | 0.00%             | 2029-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3828978 | PA      | $3576834.31   | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $887167.32    | 0.00%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    520000 | PA      | $516741.07    | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sodexo, Inc.                                                                     | Sodexo, Inc.                                                                                                                  | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    455000 | PA      | $413003.89    | 0.00%             | 2031-04-16      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $2017831.28   | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1030608.40   | 0.00%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    800000 | PA      | $750337.43    | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |   1200000 | PA      | $1181792.81   | 0.00%             | 2028-03-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2023-5YR1, Class A2                                                                                             | CUSIP: 06644EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134629 | PA      | $137703.51    | 0.00%             | 2056-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BX9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    520000 | PA      | $544470.96    | 0.00%             | 2033-09-12      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| InRetail Consumer                                                                | InRetail Consumer                                                                                                             | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | PE        |    600000 | PA      | $584207.42    | 0.00%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    642000 | PA      | $688072.06    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series CC                                                                                                   | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    820000 | PA      | $810403.31    | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                              | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $495615.47    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The), Series J                                                                                 | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1005615.58   | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   4145000 | PA      | $4201319.07   | 0.01%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $957765.06    | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Upbound Group, Inc.                                                              | Upbound Group, Inc.                                                                                                           | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435906.64    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Caltex Corp.                                                                  | GS Caltex Corp.                                                                                                               | CUSIP: N/A<br>LEI: 988400KLBPXB4WMBUX18       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $410801.42    | 0.00%             | 2028-08-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority, Series 2010B                                                                  | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1357670.28   | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Republic of Finland                                                              | Republic of Finland                                                                                                           | CUSIP: 31788DAJ3<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    450000 | PA      | $397642.50    | 0.00%             | 2030-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    820000 | PA      | $680204.99    | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    635000 | PA      | $428040.06    | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3PT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5903447 | PA      | $6068710.61   | 0.02%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                | Cornerstone Building Brands, Inc.                                                                                             | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    264000 | PA      | $116408.30    | 0.00%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    415000 | PA      | $407842.66    | 0.00%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1075171.58   | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series E                                                                                      | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316745.60    | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                            | Western Digital Corp.                                                                                                         | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    515000 | PA      | $474611.87    | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    640000 | PA      | $609882.82    | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Global Medical Response, Inc.                                                    | Global Medical Response, Inc.                                                                                                 | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    460000 | PA      | $475467.28    | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |    515000 | PA      | $515882.44    | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1582291.66   | 0.00%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752052.51    | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    901000 | PA      | $891249.75    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    670000 | PA      | $685612.45    | 0.00%             | 2027-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                            | Resideo Funding, Inc.                                                                                                         | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    390000 | PA      | $375808.16    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6759997 | PA      | $6647221.57   | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    620000 | PA      | $626487.54    | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    545000 | PA      | $532837.10    | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                       | LABL, Inc.                                                                                                                    | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    470000 | PA      | $21100.86     | 0.00%             | 2029-11-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105GAM4<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $610339.33    | 0.00%             | 2028-01-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333348.96    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1347574.64   | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BSF Sukuk Co. Ltd.                                                               | BSF Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 2549001XXO8PLKLMHF84       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $820035.48    | 0.00%             | 2030-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte. Ltd.                                                           | LLPL Capital Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900VXZ8FXTUQNON22       | Long             | DBT              | CORP              | SG        |    561840 | PA      | $582983.54    | 0.00%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS Finance Trust                                                                                                           | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    795000 | PA      | $609272.61    | 0.00%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2441000 | PA      | $2457205.83   | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1132043.69   | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1159023.31   | 0.00%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2015-2, Class AA                                                                 | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337098 | PA      | $332969.17    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14847 | PA      | $14862.16     | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    620000 | PA      | $411020.93    | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    585000 | PA      | $629835.04    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    725000 | PA      | $735745.35    | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    575000 | PA      | $614647.19    | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    990000 | PA      | $978641.38    | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: 44985GAE1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $231179.84    | 0.00%             | 2041-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    791000 | PA      | $727649.27    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1461000 | PA      | $1763387.40   | 0.01%             | 2054-06-20      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1395000 | PA      | $1397079.83   | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809040.14    | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    720000 | PA      | $648076.10    | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1839314 | PA      | $2024250.28   | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65227000 | PA      | $62465044.22  | 0.18%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113559.26    | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    403000 | PA      | $409032.50    | 0.00%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1110262.40   | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    545000 | PA      | $543863.51    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485969.33    | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    625000 | PA      | $635049.90    | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    990000 | PA      | $1230024.65   | 0.00%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BAU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350334 | PA      | $349679.27    | 0.00%             | 2046-09-01      | 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        |    270000 | PA      | $277375.29    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    655000 | PA      | $416769.91    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $963494.51    | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                               | MIWD Holdco II LLC                                                                                                            | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |    560000 | PA      | $543337.25    | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    725000 | PA      | $728053.54    | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    726000 | PA      | $781965.28    | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $613489.72    | 0.00%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    389000 | PA      | $343487.84    | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    410000 | PA      | $362484.05    | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77634.30     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    320000 | PA      | $353407.06    | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    760000 | PA      | $782171.18    | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23487753 | PA      | $19198024.15  | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    765000 | PA      | $771367.49    | 0.00%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Mersin Uluslararasi Liman Isletmeciligi A/S                                      | Mersin Uluslararasi Liman Isletmeciligi A/S                                                                                   | CUSIP: N/A<br>LEI: 635400DAFN6NT43HM530       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $625035.47    | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302021.54    | 0.00%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    935000 | PA      | $968797.80    | 0.00%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    640000 | PA      | $641290.78    | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    405000 | PA      | $396378.68    | 0.00%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series B                                                                           | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    545000 | PA      | $538617.94    | 0.00%             | 2027-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $407473.98    | 0.00%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    545000 | PA      | $541433.65    | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series B                                                                                                    | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    595000 | PA      | $409022.30    | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1505489.13   | 0.00%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1464025.83   | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4396093 | PA      | $4538797.93   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    630000 | PA      | $625912.18    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AN7<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $248685.10    | 0.00%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    655000 | PA      | $498435.28    | 0.00%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8VC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18241 | PA      | $17083.28     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    518000 | PA      | $469614.26    | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1134542.17   | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    805000 | PA      | $795983.01    | 0.00%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    765000 | PA      | $746714.92    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    623000 | PA      | $627023.55    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1078659.58   | 0.00%             | 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        |   1466000 | PA      | $846853.18    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $5502761.19   | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    490000 | PA      | $434918.52    | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    475000 | PA      | $492316.40    | 0.00%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |    533333 | PA      | $453515.83    | 0.00%             | 2028-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1195000 | PA      | $1311378.40   | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54112000 | PA      | $51230958.75  | 0.15%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1031183 | PA      | $1037906.25   | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                        | Darling Ingredients, Inc.                                                                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1084354.55   | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526741.67    | 0.00%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   1135000 | PA      | $1163752.36   | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    735000 | PA      | $706603.45    | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1232744.09   | 0.00%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140BXVC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5796000 | PA      | $5809407.92   | 0.02%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1140000 | PA      | $1242927.75   | 0.00%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    485000 | PA      | $462748.95    | 0.00%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                               | CI Financial Corp.                                                                                                            | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1115000 | PA      | $1012964.59   | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    615000 | PA      | $626066.55    | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444550.71    | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2726573.23   | 0.01%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic, Series 2021                                                                                                      | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    464000 | PA      | $296309.76    | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    657000 | PA      | $654629.11    | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201180.85    | 0.00%             | 2027-07-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                                | Mitsubishi HC Finance America LLC                                                                                             | CUSIP: 606790AE3<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400720.18    | 0.00%             | 2031-01-14      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    465000 | PA      | $291528.43    | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services, Inc.                                         | Harley-Davidson Financial Services, Inc.                                                                                      | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    394000 | PA      | $389622.45    | 0.00%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QVC, Inc.                                                                        | QVC, Inc.                                                                                                                     | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    315000 | PA      | $121002.84    | 0.00%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    480000 | PA      | $443577.09    | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1062160.29   | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1461778.55   | 0.00%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1035172.63   | 0.00%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                                   | SPX FLOW, Inc.                                                                                                                | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    527000 | PA      | $541498.11    | 0.00%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    562000 | PA      | $547145.49    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri, Series 2020A                                              | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    500000 | PA      | $349661.18    | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $201719.56    | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                                                 | Old Republic International Corp.                                                                                              | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    540000 | PA      | $560132.67    | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KT Corp.                                                                         | KT Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $603789.46    | 0.00%             | 2029-01-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1250000 | PA      | $1231317.25   | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    985000 | PA      | $982445.14    | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic, Series 2016                                                                                                      | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    345000 | PA      | $278174.82    | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60839000 | PA      | $44602591.88  | 0.13%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                    | TotalEnergies Capital USA LLC                                                                                                 | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45003.51     | 0.00%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sempra Infrastructure Partners LP                                                | Sempra Infrastructure Partners LP                                                                                             | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    510000 | PA      | $450509.45    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   2650000 | PA      | $2683866.24   | 0.01%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    530000 | PA      | $478048.00    | 0.00%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $1906644.93   | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBL2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1015000 | PA      | $1010685.37   | 0.00%             | 2035-01-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $519625.41    | 0.00%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    841619 | PA      | $810587.69    | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    655000 | PA      | $515207.07    | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510938.55    | 0.00%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    640000 | PA      | $655623.28    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    465000 | PA      | $459346.03    | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    655000 | PA      | $690996.96    | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DAE Sukuk Difc Ltd.                                                              | DAE Sukuk Difc Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 635400AMGMPG1J5EQD94       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $591765.83    | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                                         | Trinity Industries, Inc.                                                                                                      | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    595000 | PA      | $614166.33    | 0.00%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    620000 | PA      | $561380.62    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $542069.35    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134749 | PA      | $127471.40    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1147480.91   | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352421.81    | 0.00%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1286477.61   | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAG2<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $758557.62    | 0.00%             | 2050-01-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    450000 | PA      | $435919.71    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1188250.95   | 0.00%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6427484 | PA      | $5271743.68   | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    380000 | PA      | $360839.26    | 0.00%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    628000 | PA      | $634969.66    | 0.00%             | 2027-07-06      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308919.54    | 0.00%             | 2030-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    540000 | PA      | $472454.64    | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                                 | Turkiye Varlik Fonu Yonetimi A/S                                                                                              | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $608897.28    | 0.00%             | 2031-02-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    445000 | PA      | $458286.29    | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    540000 | PA      | $480234.55    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                  | Northriver Midstream Finance LP                                                                                               | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $641130.98    | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    495000 | PA      | $436767.82    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7693956 | PA      | $6838547.84   | 0.02%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAV1<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $619406.69    | 0.00%             | 2029-07-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463237 | PA      | $456220.07    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $634018.99    | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2633251.01   | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Corp. Inmobiliaria Vesta SAB de CV                                               | Corp. Inmobiliaria Vesta SAB de CV                                                                                            | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $398377.67    | 0.00%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |   1290000 | PA      | $1295843.85   | 0.00%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802519.81    | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Calderys Financing LLC                                                           | Calderys Financing LLC                                                                                                        | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    535000 | PA      | $557701.26    | 0.00%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $938072.15    | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $677686.46    | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    425000 | PA      | $379852.04    | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                  | Mohegan Tribal Gaming Authority                                                                                               | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $604230.27    | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $923987.43    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EJX52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1467 | PA      | $1466.25      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L7CJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11977 | PA      | $11641.06     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $401804.78    | 0.00%             | 2028-11-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     77000 | PA      | $57208.03     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    870000 | PA      | $817116.08    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    780000 | PA      | $812234.92    | 0.00%             | 2033-07-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                          | Grand Canyon University                                                                                                       | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $385705.08    | 0.00%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1985000 | PA      | $2014907.77   | 0.01%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                  | AdaptHealth LLC                                                                                                               | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $416578.69    | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15051154 | PA      | $12309926.21  | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    852000 | PA      | $653635.37    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    725000 | PA      | $725294.16    | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    445000 | PA      | $449805.52    | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    700000 | PA      | $701829.11    | 0.00%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3001000 | PA      | $2986518.36   | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $475298.82    | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4188360 | PA      | $3875925.05   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1430000 | PA      | $1459742.27   | 0.00%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Republic of Rwanda                                                               | Republic of Rwanda                                                                                                            | CUSIP: N/A<br>LEI: 213800DQC28OBRZDYJ87       | Long             | DBT              | NUSS              | RW        |    600000 | PA      | $558205.50    | 0.00%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                    | Midcap Financial Issuer Trust                                                                                                 | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1114747.22   | 0.00%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1200000 | PA      | $1230122.82   | 0.00%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388389.60    | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    631000 | PA      | $564853.25    | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3000000 | PA      | $3056487.62   | 0.01%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport, Series 2018C                                                                            | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $70177.97     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2270000 | PA      | $2241359.63   | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468017.81    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6114642 | PA      | $5013081.45   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    442000 | PA      | $442573.49    | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    292000 | PA      | $240759.79    | 0.00%             | 2046-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo. UnLtd Co.                                                    | STERIS Irish FinCo UnLtd. Co.                                                                                                 | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    745000 | PA      | $556692.95    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594084.88    | 0.00%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings, Inc.                                               | Assured Guaranty US Holdings, Inc.                                                                                            | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    673000 | PA      | $474279.87    | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    485000 | PA      | $495411.86    | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1045000 | PA      | $1067381.71   | 0.00%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    450000 | PA      | $451201.83    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1325000 | PA      | $1340191.57   | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    165000 | PA      | $174104.94    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $3567158.56   | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa          | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa                                                       | CUSIP: N/A<br>LEI: 9598007PWYZP4GP23S45       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $600507.96    | 0.00%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    485000 | PA      | $498898.47    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $993025.93    | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1338782.00   | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    830000 | PA      | $853595.30    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    521000 | PA      | $510378.19    | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    530000 | PA      | $380455.14    | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    355000 | PA      | $369246.14    | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2567576.58   | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    935000 | PA      | $896445.72    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13363902 | PA      | $12346296.83  | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                      | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $432952.28    | 0.00%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    760000 | PA      | $762062.40    | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    151000 | PA      | $147242.53    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brightline East LLC                                                              | Brightline East LLC                                                                                                           | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $287178.02    | 0.00%             | 2030-01-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3561000 | PA      | $2512048.61   | 0.01%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: N/A<br>LEI: 254900QKLTY6MF4Y3P65       | Long             | DBT              | CORP              | US        |    600000 | PA      | $613893.42    | 0.00%             | 2029-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                             | Kontoor Brands, Inc.                                                                                                          | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    471000 | PA      | $446799.69    | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    786000 | PA      | $732385.36    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                        | Banijay Entertainment SAS                                                                                                     | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    402000 | PA      | $417201.19    | 0.00%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346231 | PA      | $324890.13    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 2017                                                                        | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    619000 | PA      | $480638.37    | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $935148.97    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                                                                       | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    628000 | PA      | $623868.67    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326866.31    | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health, Inc.                                                   | Bon Secours Mercy Health, Inc.                                                                                                | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    688000 | PA      | $670386.67    | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573567.34    | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAR7<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $393731.59    | 0.00%             | 2027-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    830000 | PA      | $858884.23    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II                                         | Reliance Standard Life Global Funding II                                                                                      | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $390103.56    | 0.00%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    365000 | PA      | $378304.28    | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102454 | PA      | $93709.76     | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    524000 | PA      | $396064.78    | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co.                                                                                                            | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    605000 | PA      | $584023.38    | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1082409.56   | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $625893.01    | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Quorum Health Corp.                                                              | Quorum Health Corp.                                                                                                           | CUSIP: 749ESCAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $0.01         | 0.00%             | 2025-04-15      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514468.98    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5106 | PA      | $5102.29      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $605219.28    | 0.00%             | 2030-01-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    479000 | PA      | $382523.26    | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                                   | VFH Parent LLC                                                                                                                | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |    565000 | PA      | $591961.87    | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | Fifth Third Bank NA                                                                                                           | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    515000 | PA      | $519455.99    | 0.00%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| George Washington University (The)                                               | George Washington University (The), Series 2014                                                                               | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $277062.12    | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1910000 | PA      | $1504082.23   | 0.00%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1302267.57   | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1186630.17   | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1371445.79   | 0.00%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    905000 | PA      | $911032.49    | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1124626.75   | 0.00%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    935000 | PA      | $824979.37    | 0.00%             | 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        |   1600000 | PA      | $1652224.03   | 0.00%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1195000 | PA      | $1198420.50   | 0.00%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3712000 | PA      | $3527714.68   | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                             | Experian Finance plc                                                                                                          | CUSIP: 30217AAB9<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $555837.73    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $794020.80    | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1998000 | PA      | $1962128.55   | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    859000 | PA      | $642756.79    | 0.00%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                  | EMD Finance LLC                                                                                                               | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898771.89    | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    528000 | PA      | $535024.39    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                                | Essent Group Ltd.                                                                                                             | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $287632.37    | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    559618 | PA      | $525897.83    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42115000 | PA      | $43618637.11  | 0.12%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    392451 | PA      | $371485.69    | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $985414.47    | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd.                                                                 | Emaar Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300NZHOOO6634T541       | Long             | DBT              | CORP              | KY        |    500000 | PA      | $491920.64    | 0.00%             | 2029-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14291542 | PA      | $13647430.92  | 0.04%             | 2056-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    465000 | PA      | $493043.51    | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    640000 | PA      | $658633.87    | 0.00%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                                                                     | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    545000 | PA      | $487939.24    | 0.00%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1426580.26   | 0.00%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225459.93    | 0.00%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363235.75    | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Nova Securitisation SARL                                                         | Nova Securitisation SARL                                                                                                      | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $395750.64    | 0.00%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $207007.67    | 0.00%             | 2034-06-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    583000 | PA      | $546986.00    | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    890000 | PA      | $934570.98    | 0.00%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324763.77    | 0.00%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $1984106.14   | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: 74947MAE2<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $201998.75    | 0.00%             | 2029-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Finance 2018 LP                                                | Great-West Lifeco Finance 2018 LP                                                                                             | CUSIP: 39138QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $302259.19    | 0.00%             | 2048-05-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $598426.15    | 0.00%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    870000 | PA      | $898281.06    | 0.00%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                                | Kronos Acquisition Holdings, Inc.                                                                                             | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $183107.17    | 0.00%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4469 | PA      | $4451.22      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                         | RB Global Holdings, Inc.                                                                                                      | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    883000 | PA      | $920522.62    | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    525000 | PA      | $507401.30    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    660000 | PA      | $567322.29    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541270.59    | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6420891 | PA      | $5479906.70   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1003936.06   | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1354971.04   | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $844054.98    | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1011487.06   | 0.00%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255345.26    | 0.00%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    990000 | PA      | $999682.26    | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1419658.85   | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                                | Boyd Gaming Corp.                                                                                                             | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    925000 | PA      | $901485.07    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339345.40    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    535000 | PA      | $561216.35    | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 12-A                                                                        | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    443000 | PA      | $378032.80    | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $627862.48    | 0.00%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    385000 | PA      | $401218.58    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co. of America (The)                                     | Guardian Life Insurance Co. of America (The)                                                                                  | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    348000 | PA      | $295562.74    | 0.00%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $507225.51    | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBJ3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $972160.08    | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415932.07    | 0.00%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274825.38    | 0.00%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $554130.27    | 0.00%             | 2030-11-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1575141.83   | 0.00%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1635000 | PA      | $1622852.34   | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional de Telecomunicaciones SA                                        | Empresa Nacional de Telecomunicaciones SA                                                                                     | CUSIP: N/A<br>LEI: 529900N4SUIP0URJT330       | Long             | DBT              | CORP              | CL        |    700000 | PA      | $623237.23    | 0.00%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2020-1, Class A                                                                            | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373412 | PA      | $356087.34    | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5414000 | PA      | $4464056.42   | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    470000 | PA      | $468300.41    | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NH Investment & Securities Co. Ltd.                                              | NH Investment & Securities Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300LQ6NXDW1B8NT42       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201754.80    | 0.00%             | 2028-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    205000 | PA      | $143437.52    | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    705000 | PA      | $725354.30    | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2019                                                                                              | CUSIP: 13063DRE0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    570000 | PA      | $544067.03    | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403340.98    | 0.00%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3668000 | PA      | $3118829.06   | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $614423.35    | 0.00%             | 2029-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                                                  | Selective Insurance Group, Inc.                                                                                               | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153028.34    | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-4A, Class C                                                                  | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1404126.19   | 0.00%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $404841.32    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    838000 | PA      | $728475.63    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1439790.83   | 0.00%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    395000 | PA      | $389627.76    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Sentara Health                                                                   | Sentara Health, Series 2021                                                                                                   | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |    115000 | PA      | $73546.51     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd. (The)                                   | Pakistan Global Sukuk Programme Co. Ltd. (The)                                                                                | CUSIP: N/A<br>LEI: 213800X5OY6CVYNY1M70       | Long             | DBT              | NUSS              | PK        |    600000 | PA      | $622408.50    | 0.00%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                                               | Iowa Health System, Series 2020                                                                                               | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    415000 | PA      | $309379.80    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    390000 | PA      | $384145.64    | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340904.47    | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101498 | PA      | $99557.24     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0KX6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    495000 | PA      | $504386.48    | 0.00%             | 2030-03-14      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                                | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    835000 | PA      | $829882.54    | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    595000 | PA      | $616660.88    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    530000 | PA      | $554200.15    | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    650000 | PA      | $643411.01    | 0.00%             | 2047-05-06      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Motherson Global Investments BV                                                  | Motherson Global Investments BV                                                                                               | CUSIP: N/A<br>LEI: 549300IC3G64XN1ETG11       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $409314.44    | 0.00%             | 2029-07-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5U98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13043 | PA      | $12848.47     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority, Series 2022A                           | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1405000 | PA      | $1359197.14   | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1626117.81   | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    804000 | PA      | $614266.79    | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $402028.68    | 0.00%             | 2030-07-30      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2593912.21   | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    505000 | PA      | $520075.65    | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499109.64    | 0.00%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2345000 | PA      | $2383817.93   | 0.01%             | 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        |    880000 | PA      | $899698.28    | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $411772.22    | 0.00%             | 2029-11-26      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FE4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125487 | PA      | $121319.95    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3798000 | PA      | $3776983.53   | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $772179.64    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1332883.70   | 0.00%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $919406.21    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    920000 | PA      | $911875.72    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385096.37    | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $348820.11    | 0.00%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BL7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    361000 | PA      | $371502.58    | 0.00%             | 2028-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L3, Class AS                                                                      | CUSIP: 61691UBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $400166.74    | 0.00%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $535430.73    | 0.00%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329935.09    | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAD2<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $1064754.41   | 0.00%             | 2031-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $774468.70    | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3000000 | PA      | $2255770.59   | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.                                             | Sixth Street Specialty Lending, Inc.                                                                                          | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146763.08    | 0.00%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    345000 | PA      | $323109.11    | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust II                                                             | Pine Street Trust II                                                                                                          | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $554727.08    | 0.00%             | 2049-02-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    535000 | PA      | $547139.69    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    845000 | PA      | $871741.78    | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461131 | PA      | $446631.77    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    735000 | PA      | $749058.03    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    935000 | PA      | $898396.73    | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $799218.39    | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEQ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    640000 | PA      | $636068.05    | 0.00%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $187131.34    | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $513207.12    | 0.00%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Zhuji Development Ltd.                                                           | Zhuji Development Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 3003004LZJ550ZJ4CD15       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $403865.73    | 0.00%             | 2027-08-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1800000 | PA      | $982046.48    | 0.00%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1195000 | PA      | $1098532.27   | 0.00%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1418937 | PA      | $1318051.13   | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust, Series 2025-1, Class D                                                                          | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $708823.66    | 0.00%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2435972.84   | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1506518.74   | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2024-4, Class A4                                                                              | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860000 | PA      | $872445.91    | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $711226.76    | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1234485.51   | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    990000 | PA      | $542371.34    | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    705000 | PA      | $740816.24    | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1130000 | PA      | $1181797.03   | 0.00%             | 2033-07-05      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3584006 | PA      | $2959986.55   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88173 | PA      | $85395.66     | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    940000 | PA      | $969489.06    | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $399762.23    | 0.00%             | 2028-01-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                      | Sumitomo Life Insurance Co.                                                                                                   | CUSIP: 86564CAB6<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1350000 | PA      | $1341232.08   | 0.00%             | 2077-09-14      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2166130.76   | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    935000 | PA      | $881966.92    | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                 | Clarivate Science Holdings Corp.                                                                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $798521.81    | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1382457.24   | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Mercury General Corp.                                                            | Mercury General Corp.                                                                                                         | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    540000 | PA      | $539890.51    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMEY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3113949 | PA      | $3013573.33   | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    620000 | PA      | $634436.73    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    515000 | PA      | $531683.81    | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty. Ltd.                                           | Barrick PD Australia Finance Pty. Ltd.                                                                                        | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |   1020000 | PA      | $1072382.61   | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    880000 | PA      | $799870.51    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K088, Class A2                      | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4975373.93   | 0.01%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3262000 | PA      | $3264288.62   | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K543, Class A2  | CUSIP: 3137HMC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8750000 | PA      | $8850688.17   | 0.03%             | 2030-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1614171.99   | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275003.92    | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    790000 | PA      | $761452.31    | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    890000 | PA      | $900651.62    | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA, Inc.                                                            | ABB Finance USA, Inc.                                                                                                         | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    395000 | PA      | $350103.06    | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | Cottage Health Obligated Group, Series 2020                                                                                   | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $307220.29    | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179Q3J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    443883 | PA      | $419016.25    | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184414.86    | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    665000 | PA      | $681065.80    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                                      | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1031264.61   | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    830000 | PA      | $820998.15    | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   2000000 | PA      | $2071084.06   | 0.01%             | 2035-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co.                                                         | Washington Gas Light Co.                                                                                                      | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    868000 | PA      | $631206.74    | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1747488.21   | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AZ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    900000 | PA      | $954943.36    | 0.00%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    449000 | PA      | $448627.80    | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Papa John's International, Inc.                                                  | Papa John's International, Inc.                                                                                               | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    430000 | PA      | $410713.59    | 0.00%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                                                                   | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $327265.19    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1311000 | PA      | $1192128.70   | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1310210.38   | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAE7<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    410000 | PA      | $419178.05    | 0.00%             | 2030-02-27      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPVG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4343578 | PA      | $4058078.02   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    697000 | PA      | $707704.74    | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1937870 | PA      | $1663239.21   | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    845000 | PA      | $848667.15    | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1458376.48   | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    545000 | PA      | $549299.68    | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    485000 | PA      | $526254.27    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    789000 | PA      | $494049.51    | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1800000 | PA      | $1405882.36   | 0.00%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP Moller - Maersk A/S                                                                                                        | CUSIP: 00203QAE7<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    870000 | PA      | $878311.40    | 0.00%             | 2029-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    810000 | PA      | $824214.19    | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    374000 | PA      | $373316.25    | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1145000 | PA      | $1089172.63   | 0.00%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    265000 | PA      | $218939.54    | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class A3                                                 | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1045246.18   | 0.00%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1349379.82   | 0.00%             | 2027-03-10      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2F5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    670000 | PA      | $657799.88    | 0.00%             | 2027-01-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52779000 | PA      | $30842728.13  | 0.09%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    595000 | PA      | $489957.90    | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188268.54    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    575000 | PA      | $562419.04    | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    780000 | PA      | $689331.23    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Embecta Corp.                                                                    | Embecta Corp.                                                                                                                 | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228232.87    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307137 | PA      | $279083.84    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4217851 | PA      | $4062333.20   | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380403.20    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    665000 | PA      | $685585.99    | 0.00%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40234 | PA      | $37768.41     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    490000 | PA      | $488572.70    | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CWJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31507 | PA      | $31975.58     | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $454777.85    | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                | Time Warner Cable Enterprises LLC                                                                                             | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    933000 | PA      | $1073057.80   | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1012676.25   | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $652359.88    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2284200.07   | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    503000 | PA      | $418662.43    | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    790000 | PA      | $758967.96    | 0.00%             | 2031-04-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63881000 | PA      | $62433696.09  | 0.18%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1935000 | PA      | $1932767.81   | 0.01%             | 2044-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    705000 | PA      | $716264.72    | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573900.27    | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    778000 | PA      | $636256.01    | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    850000 | PA      | $834421.08    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    875000 | PA      | $911396.59    | 0.00%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    685000 | PA      | $711069.17    | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $343587.16    | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    786000 | PA      | $766711.78    | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                       | Ferguson Enterprises, Inc.                                                                                                    | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145522.87    | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300HOXXHHT7926W92       | Long             | DBT              | CORP              | US        |    600000 | PA      | $460247.12    | 0.00%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    680000 | PA      | $708854.84    | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6134538 | PA      | $5497789.49   | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                                          | CUSIP: N/A<br>LEI: 549300MKPIRSJD8SB782       | Long             | DBT              | CORP              | AR        |    800000 | PA      | $844338.58    | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    290000 | PA      | $275965.00    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1400000 | PA      | $1021904.53   | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1785000 | PA      | $1842156.20   | 0.01%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                              | Province of Alberta                                                                                                           | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   2870000 | PA      | $2563339.39   | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust                             | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class A4                                               | CUSIP: 46590RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940177 | PA      | $936228.74    | 0.00%             | 2049-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    745000 | PA      | $745463.12    | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    291000 | PA      | $255217.56    | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    600000 | PA      | $613978.02    | 0.00%             | 2040-03-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1617878.03   | 0.00%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476159.46    | 0.00%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1017753.97   | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    630000 | PA      | $629321.57    | 0.00%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    430000 | PA      | $445544.68    | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVQ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11051238 | PA      | $11052575.98  | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    420000 | PA      | $414653.29    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2855000 | PA      | $2908411.43   | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | Metropolitan Transportation Authority, Series 2010A                                                                           | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    750000 | PA      | $809917.37    | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                         | Belrose Funding Trust II                                                                                                      | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104704.31    | 0.00%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | Adani Electricity Mumbai Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    800000 | PA      | $749339.38    | 0.00%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2050000 | PA      | $1814700.01   | 0.01%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $488674.27    | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    759000 | PA      | $751927.88    | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    335000 | PA      | $341058.48    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    470000 | PA      | $475379.04    | 0.00%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                      | Carvana Co.                                                                                                                   | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1687716 | PA      | $1760234.77   | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Aldar Investment Properties Sukuk Ltd.                                           | Aldar Investment Properties Sukuk Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300ZE234V8AG9E962       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $618830.41    | 0.00%             | 2034-05-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AL8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    522000 | PA      | $503497.77    | 0.00%             | 2114-01-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                            | Banco Santander Chile                                                                                                         | CUSIP: 05971WAD5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $465746.91    | 0.00%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    400000 | PA      | $398198.40    | 0.00%             | 2035-11-26      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                                                      | US Acute Care Solutions LLC                                                                                                   | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $985028.76    | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | Eaton Capital ULC                                                                                                             | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $403003.55    | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658532.43    | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1140000 | PA      | $1078136.48   | 0.00%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                                         | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    787000 | PA      | $754068.95    | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14105387 | PA      | $12132644.26  | 0.03%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    965000 | PA      | $999061.44    | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $387610.69    | 0.00%             | 2028-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $471809.59    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867224AE7<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    739000 | PA      | $525961.69    | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                            | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    605000 | PA      | $613377.14    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    950000 | PA      | $960548.22    | 0.00%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1068571.48   | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0YT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1255225 | PA      | $1310663.62   | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    950000 | PA      | $882755.63    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1034667 | PA      | $1025061.43   | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1200000 | PA      | $1025935.03   | 0.00%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1577136.43   | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-C65, Class AS                                                              | CUSIP: 95004WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $258617.96    | 0.00%             | 2058-10-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    540000 | PA      | $412541.88    | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    635000 | PA      | $646209.81    | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | Los Angeles Department of Water & Power, Series 2010D                                                                         | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    600000 | PA      | $648203.48    | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1020000 | PA      | $1097973.43   | 0.00%             | 2034-07-06      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12619828 | PA      | $10788799.08  | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | 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        |    530000 | PA      | $550964.39    | 0.00%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                               | Everest Reinsurance Holdings, Inc.                                                                                            | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $789776.53    | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    650000 | PA      | $675656.86    | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                               | USAA Capital Corp.                                                                                                            | CUSIP: 90327QD97<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305722.20    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1143957.36   | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    785000 | PA      | $802611.49    | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |    800000 | PA      | $708083.38    | 0.00%             | 2033-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    945000 | PA      | $853964.06    | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    499000 | PA      | $423189.78    | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | Spectra Energy Partners LP                                                                                                    | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $888525.12    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367350.77    | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co., Series 6                                                                                     | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    351000 | PA      | $287245.76    | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $630714.04    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $403360.01    | 0.00%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WNK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18316 | PA      | $18211.62     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1931689.73   | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1570593.59   | 0.00%             | 2034-10-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    720000 | PA      | $725972.04    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    684000 | PA      | $650409.91    | 0.00%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bocom Leasing Management Hong Kong Co. Ltd.                                      | Bocom Leasing Management Hong Kong Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300VK5E35PN5ZZX74       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $404593.88    | 0.00%             | 2027-06-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JERA Co., Inc.                                                                   | JERA Co., Inc.                                                                                                                | CUSIP: N/A<br>LEI: 353800OO5E7W1FV1SB75       | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198713.13    | 0.00%             | 2027-04-14      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2719986.13   | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224387.30    | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd.                                                      | Longfor Group Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $553871.41    | 0.00%             | 2028-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ET6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4370 | PA      | $4279.80      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BA7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    630000 | PA      | $642405.97    | 0.00%             | 2034-06-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    741000 | PA      | $756467.76    | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $818396.16    | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    690000 | PA      | $683958.03    | 0.00%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7XH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256167 | PA      | $234250.70    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFN8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583667.03    | 0.00%             | 2030-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JSW Steel Ltd.                                                                   | JSW Steel Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $598678.45    | 0.00%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    737000 | PA      | $487088.82    | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series M                                                                                                   | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    372000 | PA      | $366692.80    | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $610371.26    | 0.00%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    597000 | PA      | $571441.57    | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    175000 | PA      | $177034.76    | 0.00%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5306247 | PA      | $4338983.80   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $647675.97    | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427PXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3008643 | PA      | $3140354.97   | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    885000 | PA      | $862434.33    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAT3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $569503.69    | 0.00%             | 2051-06-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $1898799.43   | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2025-C12, Class A5                                                                                 | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $535195.22    | 0.00%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Capital Power US Holdings, Inc.                                                  | Capital Power US Holdings, Inc.                                                                                               | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30583.15     | 0.00%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    525000 | PA      | $428509.51    | 0.00%             | 2048-09-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    645000 | PA      | $651687.05    | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    910000 | PA      | $933873.02    | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    965000 | PA      | $974071.07    | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |    450000 | PA      | $376718.04    | 0.00%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2576000 | PA      | $2117790.58   | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nuveen Churchill Direct Lending Corp.                                            | Nuveen Churchill Direct Lending Corp.                                                                                         | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25597.06     | 0.00%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64936000 | PA      | $60907938.75  | 0.17%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    525000 | PA      | $426384.78    | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    740000 | PA      | $649472.21    | 0.00%             | 2042-06-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755390.40    | 0.00%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438151.34    | 0.00%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    552000 | PA      | $579123.28    | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    459000 | PA      | $372125.24    | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    938000 | PA      | $717249.41    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                              | Nissan Auto Receivables Owner Trust, Series 2025-A, Class A3                                                                  | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009634.07   | 0.00%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-2                                                                                         | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51043.30     | 0.00%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3600556.02   | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    376000 | PA      | $484327.44    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | Sun Communities Operating LP                                                                                                  | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    574000 | PA      | $557411.41    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1044135.71   | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   3120000 | PA      | $3134485.64   | 0.01%             | 2027-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                                             | LG Electronics, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $406799.37    | 0.00%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    930000 | PA      | $930925.89    | 0.00%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                            | Aldar Properties PJSC                                                                                                         | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1031669.47   | 0.00%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Trustage Financial Group, Inc.                                                   | Trustage Financial Group, Inc.                                                                                                | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14600.88     | 0.00%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    800000 | PA      | $806221.31    | 0.00%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Summit Digitel Infrastructure Ltd.                                               | Summit Digitel Infrastructure Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3358004TNI1SSIQ9BQ37       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $362458.12    | 0.00%             | 2031-08-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $410333.72    | 0.00%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236207.15    | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $594987.20    | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2209969.08   | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                            | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $412476.23    | 0.00%             | 2028-05-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust II                                                    | Five Corners Funding Trust II                                                                                                 | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2097000 | PA      | $1978164.81   | 0.01%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $642066.91    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $834859.93    | 0.00%             | 2029-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |   1400000 | PA      | $1499152.18   | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2755000 | PA      | $2539791.92   | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QV2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18022213 | PA      | $18024395.20  | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Holdings II Finance LLC                                                  | Carlyle Holdings II Finance LLC                                                                                               | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $177831.90    | 0.00%             | 2043-03-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    728000 | PA      | $767923.76    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1394573.84   | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1128000 | PA      | $1035991.74   | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Washington University (The)                                                      | Washington University (The)                                                                                                   | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    124000 | PA      | $93565.73     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin, Series 2017C                                                                                              | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    250000 | PA      | $248335.59    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                                                           | Sekisui House US, Inc.                                                                                                        | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    240000 | PA      | $159768.72    | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: —       |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    985000 | PA      | $978518.10    | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    432000 | PA      | $369286.51    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    930000 | PA      | $943366.74    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    799000 | PA      | $774170.68    | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    953000 | PA      | $824629.34    | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1747548.30   | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1791071.86   | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    937000 | PA      | $845806.88    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $798957.24    | 0.00%             | 2030-11-06      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $172502.89    | 0.00%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    855000 | PA      | $870255.52    | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                     | Evergy, Inc.                                                                                                                  | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $962704.55    | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    555000 | PA      | $554348.41    | 0.00%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WDDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1147 | PA      | $1142.12      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1118165.18   | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova, Series B                                                                                                           | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    912000 | PA      | $1044556.41   | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1525000 | PA      | $1701327.55   | 0.00%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12200000 | PA      | $9357781.25   | 0.03%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco SARL                                                                                                            | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2117862.89   | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rohm & Haas Co.                                                                  | Rohm & Haas Co.                                                                                                               | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $110783.69    | 0.00%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25439374 | PA      | $22549669.52  | 0.06%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    405000 | PA      | $272990.87    | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                              | Energuate Trust 2 0                                                                                                           | CUSIP: N/A<br>LEI: 2549000ZL9MU01FZK194       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $799215.06    | 0.00%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | UZ        |    400000 | PA      | $428215.93    | 0.00%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    790000 | PA      | $713298.06    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    605000 | PA      | $545833.30    | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    433000 | PA      | $331929.35    | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788453.74    | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                     | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    465000 | PA      | $459255.80    | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $604515.26    | 0.00%             | 2030-02-26      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1461000 | PA      | $1467943.76   | 0.00%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1291060.08   | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1435944.76   | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    685000 | PA      | $721684.25    | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | Whistler Pipeline LLC                                                                                                         | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    535000 | PA      | $555638.55    | 0.00%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co.                                                               | DXC Technology Co.                                                                                                            | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    772000 | PA      | $735878.62    | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $591755.33    | 0.00%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    934000 | PA      | $640014.29    | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    510000 | PA      | $507947.48    | 0.00%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31318 | PA      | $30403.51     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169196 | PA      | $154775.48    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    510000 | PA      | $544095.33    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2068000 | PA      | $2185366.88   | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six LLC                                                       | Goodman US Finance Six LLC                                                                                                    | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $660292.86    | 0.00%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2710827.08   | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1006775.95   | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Shanghai Port Group BVI Development Co. Ltd.                                     | Shanghai Port Group BVI Development Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 30030018E34GXWP2RS97       | Long             | DBT              | CORP              | VG        |    300000 | PA      | $294312.81    | 0.00%             | 2029-06-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26528181 | PA      | $22719009.72  | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200447.80    | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1211031.48   | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   1000000 | PA      | $1014577.35   | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2W9<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   1625000 | PA      | $1638270.41   | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1565000 | PA      | $1790991.95   | 0.01%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1046347.46   | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avangrid, Inc.                                                                   | Avangrid, Inc.                                                                                                                | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    597000 | PA      | $589257.81    | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    865000 | PA      | $710654.95    | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    813000 | PA      | $808131.09    | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $357479.28    | 0.00%             | 2032-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1049696.21   | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $414712.81    | 0.00%             | 2030-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    700000 | PA      | $728716.02    | 0.00%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2758119.43   | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco, Inc.                                                  | Trane Technologies Holdco, Inc.                                                                                               | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $558683.72    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    607000 | PA      | $596585.98    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    695000 | PA      | $708547.34    | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3000000 | PA      | $3112542.44   | 0.01%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   3000000 | PA      | $2993157.05   | 0.01%             | 2029-05-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1143310.85   | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co.                                                                                                            | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    419000 | PA      | $399660.22    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1065000 | PA      | $1109769.96   | 0.00%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    807000 | PA      | $800000.59    | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M12, Class A2                                     | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2935338 | PA      | $2890908.35   | 0.01%             | 2030-08-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                          | SS&C Technologies, Inc.                                                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2076311.86   | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                        | ACProducts Holdings, Inc.                                                                                                     | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |    560000 | PA      | $269723.11    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939FAB3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $29639.46     | 0.00%             | 2032-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    709000 | PA      | $652408.02    | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1540000 | PA      | $1618968.50   | 0.00%             | 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        |    825000 | PA      | $842455.60    | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    708000 | PA      | $707952.62    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    800000 | PA      | $802133.93    | 0.00%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETGM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76946 | PA      | $70833.62     | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    954000 | PA      | $893496.71    | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1088777.47   | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1116267.72   | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $930026.56    | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YNL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94755 | PA      | $93153.47     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    295000 | PA      | $235022.96    | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                             | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    625000 | PA      | $653821.08    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $711335.97    | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266136.42    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    324000 | PA      | $340552.90    | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   2800000 | PA      | $2709420.08   | 0.01%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-3                                                                                | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $496871.41    | 0.00%             | 2041-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    780000 | PA      | $786003.18    | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                                      | 3R Lux SARL                                                                                                                   | CUSIP: N/A<br>LEI: 9845007D0DF0BEFD8D97       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $627008.13    | 0.00%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Delek Logistics Partners LP                                                      | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $216158.59    | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $816371.89    | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1720171.23   | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                              | Nissan Auto Receivables Owner Trust, Series 2025-A, Class A4                                                                  | CUSIP: 65481GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508774.38    | 0.00%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | DirecTV Financing LLC                                                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1448925.30   | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    885000 | PA      | $922749.62    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302561.33    | 0.00%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    872000 | PA      | $1160413.26   | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $974128.91    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas, Inc.                                                     | Bausch Health Americas, Inc.                                                                                                  | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    596000 | PA      | $591214.87    | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1252092.29   | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAM8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1100000 | PA      | $1107188.99   | 0.00%             | 2029-02-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    857000 | PA      | $788943.13    | 0.00%             | 2034-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc.                                                                                               | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    690000 | PA      | $531485.79    | 0.00%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |    200000 | PA      | $213533.15    | 0.00%             | 2048-11-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3635000 | PA      | $3713078.08   | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Co. SAOC                                                           | Mazoon Assets Co. SAOC                                                                                                        | CUSIP: N/A<br>LEI: 6354003TDIRN5Y6LJP91       | Long             | DBT              | CORP              | OM        |    600000 | PA      | $613259.13    | 0.00%             | 2029-02-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                       | News Corp.                                                                                                                    | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1378302.62   | 0.00%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    406000 | PA      | $444829.78    | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    860000 | PA      | $790493.36    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    885000 | PA      | $882036.12    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503810.97    | 0.00%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    863000 | PA      | $852136.12    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                  | AdaptHealth LLC                                                                                                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $643063.22    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2Z1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314700.12    | 0.00%             | 2031-01-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3755131 | PA      | $3097601.70   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1181941.75   | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617A1GL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    233065 | PA      | $219126.30    | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1130000 | PA      | $1289052.44   | 0.00%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                              | North Haven Private Income Fund LLC                                                                                           | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84625.73     | 0.00%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASG Finance DAC                                                                  | ASG Finance DAC                                                                                                               | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $370319.04    | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    885000 | PA      | $891423.30    | 0.00%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Sepco Virgin Ltd.                                                                | Sepco Virgin Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300QPKCSVLNE57D29       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201796.31    | 0.00%             | 2029-07-21      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6488363 | PA      | $5513463.21   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                                                           | PSA Treasury Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | SG        |    800000 | PA      | $744246.77    | 0.00%             | 2030-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2850000 | PA      | $2591181.53   | 0.01%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    415000 | PA      | $419641.01    | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2928000 | PA      | $2459651.46   | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    950000 | PA      | $972156.75    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675689 | PA      | $615675.54    | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    515000 | PA      | $526029.93    | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    825000 | PA      | $770897.92    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    280000 | PA      | $293119.10    | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1713459.30   | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $404417.41    | 0.00%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    890000 | PA      | $838686.91    | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47055000 | PA      | $46992505.08  | 0.13%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1040000 | PA      | $1075740.96   | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1220256.76   | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    470000 | PA      | $538619.16    | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | Northeastern University, Series 2020                                                                                          | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    268000 | PA      | $179254.34    | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1050387.90   | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $690529.22    | 0.00%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1199109.63   | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    495000 | PA      | $457973.13    | 0.00%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    780000 | PA      | $754853.95    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531839.09    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374746.16    | 0.00%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1176000 | PA      | $1111876.13   | 0.00%             | 2029-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67123 | PA      | $65841.78     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 2025                                                                                                    | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176000.90    | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | Sabra Health Care LP                                                                                                          | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    660000 | PA      | $604196.60    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $634184.65    | 0.00%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199428.35    | 0.00%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 08-B                                                                        | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    567000 | PA      | $649281.68    | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3631000 | PA      | $2961329.63   | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    932000 | PA      | $842450.87    | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    580000 | PA      | $522471.73    | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $224568.09    | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1107116.64   | 0.00%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                                 | Shinhan Financial Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $401063.98    | 0.00%             | 2030-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L93U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234425 | PA      | $220397.57    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                                           | Rede D'or Finance Sarl                                                                                                        | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $410235.24    | 0.00%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | University of Notre Dame du Lac, Series 2017                                                                                  | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $300813.03    | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $790060.60    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FS3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3721 | PA      | $3701.54      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    656000 | PA      | $664877.70    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1302192.04   | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AV2<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    435000 | PA      | $433847.59    | 0.00%             | 2054-02-26      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1195729.23   | 0.00%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   1400000 | PA      | $1257350.37   | 0.00%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597912.97    | 0.00%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    904000 | PA      | $731112.38    | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co., Inc.                                                      | Hawaiian Electric Co., Inc.                                                                                                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202883.49    | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                          | Qnity Electronics, Inc.                                                                                                       | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376745.50    | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shea Homes LP                                                                    | Shea Homes LP                                                                                                                 | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $490034.74    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWG32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162889 | PA      | $158405.35    | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    760000 | PA      | $679057.41    | 0.00%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XYDC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4416381 | PA      | $4135839.27   | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1041549.99   | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES, Series 2019-M5, Class A2                                                          | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4418070 | PA      | $4347127.55   | 0.01%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    625000 | PA      | $530773.87    | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1376102 | PA      | $1236630.31   | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    690000 | PA      | $657229.59    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7KT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1324081 | PA      | $1280760.82   | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3536419.01   | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AAEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103076 | PA      | $99165.29     | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1020996.18   | 0.00%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    745000 | PA      | $763791.70    | 0.00%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1355432.04   | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co., Series J                                                                                     | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    447000 | PA      | $345816.00    | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    600000 | PA      | $635877.40    | 0.00%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                                                                   | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    591000 | PA      | $561022.39    | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                                               | Viking Ocean Cruises Ship VII Ltd.                                                                                            | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    354000 | PA      | $353879.03    | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1448836.19   | 0.00%             | 2028-11-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NH Investment & Securities Co. Ltd.                                              | NH Investment & Securities Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300LQ6NXDW1B8NT42       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $403446.06    | 0.00%             | 2030-07-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    445000 | PA      | $375515.26    | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    585000 | PA      | $608814.61    | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3621000 | PA      | $3398329.43   | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    895000 | PA      | $755648.86    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1455000 | PA      | $1436636.11   | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $573942.35    | 0.00%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1399278.66   | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    497000 | PA      | $530663.66    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1078676.77   | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    800000 | PA      | $499585.26    | 0.00%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                            | Resideo Funding, Inc.                                                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    672000 | PA      | $683092.85    | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                  | CoreLogic, Inc.                                                                                                               | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    775000 | PA      | $761363.98    | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1400000 | PA      | $1440418.02   | 0.00%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series C                                                                           | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    615000 | PA      | $483048.06    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAC1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    710000 | PA      | $732127.03    | 0.00%             | 2029-02-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                     | MPH Acquisition Holdings LLC                                                                                                  | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    774652 | PA      | $664899.69    | 0.00%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    595000 | PA      | $528818.08    | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181924 | PA      | $175909.02    | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    385000 | PA      | $395241.73    | 0.00%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1625985.12   | 0.00%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    741000 | PA      | $843021.79    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46980000 | PA      | $47090109.38  | 0.13%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K130, Class A2                      | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3109110.99   | 0.01%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1600000 | PA      | $1649230.03   | 0.00%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                  | Gap, Inc. (The)                                                                                                               | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    840000 | PA      | $798681.66    | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    665000 | PA      | $684458.83    | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1175000 | PA      | $1204212.48   | 0.00%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    513000 | PA      | $429118.58    | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Accendra Health, Inc.                                                            | Accendra Health, Inc.                                                                                                         | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    505000 | PA      | $332228.12    | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282901.71    | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1490043.97   | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                       | Patterson-UTI Energy, Inc.                                                                                                    | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    465000 | PA      | $500727.90    | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   4200000 | PA      | $4319262.40   | 0.01%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1900000 | PA      | $1990145.51   | 0.01%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $1025127.46   | 0.00%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series N                                                                                               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $977670.38    | 0.00%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $904016.41    | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $795475.41    | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8197168 | PA      | $7691922.69   | 0.02%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255631.10    | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    780000 | PA      | $759125.81    | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    460000 | PA      | $467961.84    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    394000 | PA      | $392515.21    | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    935000 | PA      | $914745.57    | 0.00%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABQ Finance Ltd.                                                                 | ABQ Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300EKNBMBS9DNYE37       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $406411.59    | 0.00%             | 2030-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | City of Hope, Series 2018                                                                                                     | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    318000 | PA      | $261927.20    | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2025-C11, Class AS                                                                                 | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $526166.79    | 0.00%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    850000 | PA      | $822530.82    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $374208.46    | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597526 | PA      | $539419.50    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    325000 | PA      | $287749.77    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    986000 | PA      | $824125.29    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $344940.09    | 0.00%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1400000 | PA      | $1538881.07   | 0.00%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBX2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    970000 | PA      | $846731.49    | 0.00%             | 2031-08-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1430000 | PA      | $1486850.40   | 0.00%             | 2029-01-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    450000 | PA      | $485459.14    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $2049877.19   | 0.01%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    525000 | PA      | $535236.90    | 0.00%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $661269.33    | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1070763.85   | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                               | APi Group DE, Inc.                                                                                                            | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    393000 | PA      | $382690.00    | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17880 | PA      | $17768.74     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42759000 | PA      | $27659728.13  | 0.08%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $508276.76    | 0.00%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    505000 | PA      | $456985.33    | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    369000 | PA      | $331775.80    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series A                                                                                                   | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    728000 | PA      | $498497.57    | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629WCW8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149886.88    | 0.00%             | 2030-10-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    800000 | PA      | $811563.63    | 0.00%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Western-Southern Global Funding                                                  | Western-Southern Global Funding                                                                                               | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321814.16    | 0.00%             | 2032-12-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    518000 | PA      | $457467.53    | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1225148.77   | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series L                                                                                               | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2273074.35   | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  48099218 | PA      | $39218039.09  | 0.11%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1250045.61   | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AT1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1151000 | PA      | $1017087.95   | 0.00%             | 2048-09-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    650000 | PA      | $591320.99    | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1199386.93   | 0.00%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    860000 | PA      | $860114.26    | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    774000 | PA      | $682559.84    | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    761000 | PA      | $754900.04    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                                                                 | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    775000 | PA      | $767953.21    | 0.00%             | 2028-02-15      | 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        |    465000 | PA      | $483011.92    | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    875000 | PA      | $830411.53    | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MSV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818054 | PA      | $852789.27    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $1840155.94   | 0.01%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LyondellBasell Industries NV                                                                                                  | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    630000 | PA      | $472803.68    | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $405713.68    | 0.00%             | 2027-07-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3                                                              | Altice France Lux 3                                                                                                           | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    622000 | PA      | $601242.23    | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Belo Corp.                                                                       | Belo Corp.                                                                                                                    | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $535101.01    | 0.00%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    715000 | PA      | $762341.45    | 0.00%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6233000 | PA      | $3776396.29   | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    960000 | PA      | $855440.77    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                                         | CT Trust                                                                                                                      | CUSIP: N/A<br>LEI: 213800MJB7WO427HQD34       | Long             | DBT              | CORP              | GT        |    800000 | PA      | $763852.88    | 0.00%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    555000 | PA      | $609105.53    | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8214902 | PA      | $6841674.63   | 0.02%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122313.58    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5164426 | PA      | $4651842.63   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V12, Class AS                                                                           | CUSIP: 081915AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520738.78    | 0.00%             | 2057-12-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| GUSAP III LP                                                                     | GUSAP III LP                                                                                                                  | CUSIP: N/A<br>LEI: 549300WY05UJ7WTHIN64       | Long             | DBT              | CORP              | US        |    400000 | PA      | $456453.35    | 0.00%             | 2044-04-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1099781.77   | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167969.21    | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                                    | Republic of Mozambique                                                                                                        | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |   1000000 | PA      | $868670.44    | 0.00%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    820000 | PA      | $862653.66    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1230001.19   | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | Rexford Industrial Realty LP                                                                                                  | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254327.93    | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2483828.11   | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | Oaktree Strategic Credit Fund                                                                                                 | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268880.74    | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2017                                                                                       | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    486000 | PA      | $375588.55    | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank, Series 44                                                                                     | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   1575000 | PA      | $1583594.92   | 0.00%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96224.17     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Development Bank of the Philippines                                              | Development Bank of the Philippines                                                                                           | CUSIP: N/A<br>LEI: 549300FQFLY6N6DXP164       | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $363334.79    | 0.00%             | 2031-03-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254458.24    | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65132 | PA      | $61228.16     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equate Sukuk Spc Ltd.                                                            | Equate Sukuk Spc Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 635400Z3EZF2GJPTDR68       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $811325.72    | 0.00%             | 2031-09-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    610000 | PA      | $466449.49    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1222903.19   | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    533000 | PA      | $458325.06    | 0.00%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Ltd.                                        | Atlantica Sustainable Infrastructure Ltd.                                                                                     | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    362000 | PA      | $354878.99    | 0.00%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1150000 | PA      | $1275686.83   | 0.00%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6696024 | PA      | $5961854.39   | 0.02%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430817.51    | 0.00%             | 2030-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    525000 | PA      | $404981.14    | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV                                                            | CUSIP: N/A<br>LEI: XTC5E2QFTEF0435JWL77       | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $199518.49    | 0.00%             | 2029-10-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y0FP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22491 | PA      | $22434.25     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                                 | Trustees of the University of Pennsylvania (The)                                                                              | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    255000 | PA      | $161246.16    | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1705174.29   | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2690168 | PA      | $2829177.60   | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C27, Class A2                                                                              | CUSIP: 05555FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1990156 | PA      | $2055493.56   | 0.01%             | 2057-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GSRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5954105 | PA      | $6193259.66   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | Chase Issuance Trust, Series 2025-A1, Class A                                                                                 | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $756492.77    | 0.00%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                   | Bread Financial Holdings, Inc.                                                                                                | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185210.62    | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    600000 | PA      | $627819.77    | 0.00%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    760000 | PA      | $732012.86    | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                                 | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    695000 | PA      | $677070.27    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $991389.65    | 0.00%             | 2027-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    457000 | PA      | $432136.27    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $428313.37    | 0.00%             | 2051-10-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| MAF Sukuk Ltd.                                                                   | MAF Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $780551.52    | 0.00%             | 2030-02-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74727PAE1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1678000 | PA      | $2054515.13   | 0.01%             | 2030-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                          | Republic of Cameroon                                                                                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    200000 | PA      | $200552.41    | 0.00%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1115000 | PA      | $1142430.95   | 0.00%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1418000 | PA      | $1445472.59   | 0.00%             | 2030-01-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502415.97    | 0.00%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    605000 | PA      | $583438.33    | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1804466.50   | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBB2<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $873264.49    | 0.00%             | 2031-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   1800000 | PA      | $1206465.07   | 0.00%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    585000 | PA      | $590567.11    | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1180353.35   | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2450875.50   | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2545000 | PA      | $2463277.16   | 0.01%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                         | ADT Security Corp. (The)                                                                                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $998166.04    | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd.                                                               | Ivanhoe Mines Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 5299006XZISURYIA4G32       | Long             | DBT              | CORP              | CA        |    800000 | PA      | $829441.30    | 0.00%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Georgetown University (The)                                                      | Georgetown University (The), Series B                                                                                         | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    240000 | PA      | $198755.84    | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    655000 | PA      | $687389.50    | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Bank of India                                                              | State Bank of India                                                                                                           | CUSIP: N/A<br>LEI: 213800LOV39TJH6YQY23       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $203661.33    | 0.00%             | 2029-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3589000 | PA      | $3573624.22   | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cia Cervecerias Unidas SA                                                        | Cia Cervecerias Unidas SA                                                                                                     | CUSIP: N/A<br>LEI: 529900BJW9B0O6LI2R39       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $543444.14    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    885000 | PA      | $835230.43    | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $1946889.93   | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3338000 | PA      | $3011263.68   | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                | Fidelity National Financial, Inc.                                                                                             | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    621000 | PA      | $396267.73    | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | 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        |    795000 | PA      | $825580.64    | 0.00%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                       | Axalta Coating Systems LLC                                                                                                    | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    477000 | PA      | $475870.32    | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C33, Class C                                                                               | CUSIP: 072924AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $253821.01    | 0.00%             | 2058-03-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $950917.42    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    990000 | PA      | $974359.52    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524558.76    | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2023-C22, Class A5                                                                               | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4475000 | PA      | $4951221.36   | 0.01%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    708000 | PA      | $582876.90    | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-H6, Class A4                                                                      | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $855603.31    | 0.00%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16223337 | PA      | $14649466.29  | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    960000 | PA      | $991486.18    | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Western & Southern Life Insurance Co. (The)                                      | Western & Southern Life Insurance Co. (The)                                                                                   | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    622000 | PA      | $420790.38    | 0.00%             | 2061-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    840000 | PA      | $853394.33    | 0.00%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                      | TEGNA, Inc.                                                                                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1121967.68   | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $1050896.83   | 0.00%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $400853.70    | 0.00%             | 2030-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |    800000 | PA      | $801170.41    | 0.00%             | 2027-07-16      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    578000 | PA      | $632324.05    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1146000 | PA      | $949451.11    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    835000 | PA      | $871010.20    | 0.00%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1503438.36   | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                        | Sotheby's                                                                                                                     | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $307061.64    | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 121924000 | PA      | $120323747.50 | 0.34%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1072595.84   | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    817000 | PA      | $774726.68    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1340000 | PA      | $1239950.55   | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2400000 | PA      | $2381903.73   | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Finance Facility for Immunisation Co.                              | International Finance Facility for Immunisation Co.                                                                           | CUSIP: N/A<br>LEI: 549300ILK2NRULX3HX87       | Long             | DBT              | NUSS              | GB        |    170000 | PA      | $171034.38    | 0.00%             | 2027-10-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939EAC4<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $30608.70     | 0.00%             | 2030-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                    | DP World Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1156505.69   | 0.00%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $943288.09    | 0.00%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland DAC                                                       | Zurich Finance Ireland DAC                                                                                                    | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $910464.22    | 0.00%             | 2051-04-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    340000 | PA      | $354744.05    | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                                   | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1480000 | PA      | $1465505.01   | 0.00%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    850000 | PA      | $826325.02    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $710552.13    | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    720000 | PA      | $742723.64    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521255 | PA      | $484508.75    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    725000 | PA      | $725573.81    | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-C2, Class A5                                                                                | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $801373.95    | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    650000 | PA      | $459516.99    | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423150 | PA      | $405104.67    | 0.00%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avation Group S Pte. Ltd.                                                        | Avation Group S Pte. Ltd.                                                                                                     | CUSIP: 05390AAA2<br>LEI: 2138006F359FM7HRYK39 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $394862.18    | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    820000 | PA      | $781681.58    | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| China Ping An Insurance Overseas Holdings Ltd.                                   | China Ping An Insurance Overseas Holdings Ltd.                                                                                | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $214364.12    | 0.00%             | 2034-05-16      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    498208 | PA      | $455687.04    | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    805000 | PA      | $802125.98    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4570952 | PA      | $4686040.94   | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    565000 | PA      | $476743.83    | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $965202.15    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                               | Anheuser-Busch InBev Finance, Inc.                                                                                            | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $950478.36    | 0.00%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1746741.40   | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1225000 | PA      | $1125823.25   | 0.00%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPK40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5182987 | PA      | $4811286.33   | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQWE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30735702 | PA      | $26398961.44  | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enviri Corp.                                                                     | Enviri Corp.                                                                                                                  | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485411.59    | 0.00%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                                      | Commonwealth of the Bahamas                                                                                                   | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |   1200000 | PA      | $1346533.93   | 0.00%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    599000 | PA      | $594866.88    | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    890000 | PA      | $997605.56    | 0.00%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1096307 | PA      | $996174.06    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    555000 | PA      | $564251.32    | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center                                                                                        | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    402000 | PA      | $322764.04    | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    670000 | PA      | $680489.90    | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    574000 | PA      | $567317.78    | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SNB Funding Ltd.                                                                 | SNB Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300PT73WJRNMAKE44       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $401998.49    | 0.00%             | 2029-07-11      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    721000 | PA      | $682034.28    | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    831000 | PA      | $893158.63    | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                           | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1522478.28   | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    485000 | PA      | $495283.52    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    670000 | PA      | $710303.50    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    470000 | PA      | $468075.69    | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | Pennsylvania Turnpike Commission, Series 2010B                                                                                | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    250000 | PA      | $248055.40    | 0.00%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1188857.15   | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4435773 | PA      | $4552251.14   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    620000 | PA      | $618801.09    | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                                      | Ardonagh Group Finance Ltd.                                                                                                   | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   1410000 | PA      | $1453618.84   | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $135036.01    | 0.00%             | 2028-05-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2939683 | PA      | $2904214.08   | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $585878.19    | 0.00%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EBHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10197 | PA      | $9937.12      | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                                        | United States Steel Corp.                                                                                                     | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    278000 | PA      | $292699.36    | 0.00%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    555000 | PA      | $472387.86    | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                                          | VSP Optical Group, Inc.                                                                                                       | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165298.46    | 0.00%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    420000 | PA      | $442739.34    | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1553300.07   | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1089926.57   | 0.00%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1074732.84   | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1208751.04   | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    985000 | PA      | $915171.61    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 2018                                                                                                    | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    554000 | PA      | $449441.07    | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7433000 | PA      | $6528903.71   | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |    777000 | PA      | $784609.61    | 0.00%             | 2028-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    585000 | PA      | $597652.96    | 0.00%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group, Inc.                                                    | Columbia Pipeline Group, Inc.                                                                                                 | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    777000 | PA      | $770493.00    | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                                         | Banco Nacional de Panama                                                                                                      | CUSIP: N/A<br>LEI: 529900H2Q7WMDKKIW109       | Long             | DBT              | CORP              | PA        |   1000000 | PA      | $886955.13    | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $957873.18    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                             | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    815000 | PA      | $808119.81    | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $4290765.81   | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    635000 | PA      | $631983.82    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1532737.67   | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp.                                                           | KeySpan Gas East Corp.                                                                                                        | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    590000 | PA      | $395406.42    | 0.00%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: —       |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    540000 | PA      | $441070.24    | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8190101 | PA      | $8210322.49   | 0.02%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3275887 | PA      | $3137915.28   | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97653 | PA      | $94245.14     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1433374 | PA      | $1298630.23   | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1439178.98   | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | 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        |   2288000 | PA      | $2153311.45   | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3443000 | PA      | $3144643.77   | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1005434.73   | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268038.17    | 0.00%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                                        | Takeda US Financing, Inc.                                                                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    805000 | PA      | $816934.02    | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1788000 | PA      | $1566998.81   | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JIC Zhixin Ltd.                                                                  | JIC Zhixin Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 635400KSR4PKISBWRJ22       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $733767.98    | 0.00%             | 2030-08-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |   1200000 | PA      | $1252602.80   | 0.00%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                | Blue Owl Technology Finance Corp.                                                                                             | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    540000 | PA      | $527704.95    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1202556.39   | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    710000 | PA      | $729137.36    | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485008.60    | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    514000 | PA      | $364127.80    | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $448831.61    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1997697.83   | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Archrock Services LP                                                             | Archrock Services LP                                                                                                          | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119905.41    | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    387000 | PA      | $266068.24    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357014.50    | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                       | Citadel LP                                                                                                                    | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281416.94    | 0.00%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    940000 | PA      | $536772.33    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC, Series 1                                                                                              | CUSIP: 171232AS0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    730000 | PA      | $825774.06    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                           | Juniper Networks, Inc.                                                                                                        | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    882000 | PA      | $862963.14    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    990000 | PA      | $984536.82    | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3346488 | PA      | $3432481.72   | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series X                                                                                               | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252769.53    | 0.00%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Pass-Through Trust                                               | Delta Air Lines Pass-Through Trust, Series 2020-1, Class AA                                                                   | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124160 | PA      | $119845.37    | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    755000 | PA      | $755777.84    | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    507000 | PA      | $536964.79    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    780000 | PA      | $804242.44    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1115951.73   | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co. Ltd.                                                   | Hanwha Life Insurance Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400ZKCI3R9DQHR320       | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $1040499.62   | 0.00%             | 2055-06-24      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                                          | Arch Capital Group Ltd.                                                                                                       | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    493000 | PA      | $570012.07    | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    780000 | PA      | $776751.02    | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2125666.75   | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                                                                        | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | US        |    515000 | PA      | $523535.19    | 0.00%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                               | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    905000 | PA      | $808393.63    | 0.00%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1531369 | PA      | $1572907.20   | 0.00%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                           | Fiesta Purchaser, Inc.                                                                                                        | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $461585.96    | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3140FXGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248505 | PA      | $228772.51    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    983000 | PA      | $923528.60    | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    816000 | PA      | $931559.01    | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   1200000 | PA      | $1222088.22   | 0.00%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5NM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54921 | PA      | $54614.20     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321222.68    | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| HDFC Bank Ltd.                                                                   | HDFC Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $409241.13    | 0.00%             | 2029-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV5Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4100557 | PA      | $3957461.97   | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300046.57    | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1096605.38   | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Grupo Aval Ltd.                                                                  | Grupo Aval Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300J4FW1ELLQ80113       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $938274.26    | 0.00%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $983144.30    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp.                                                        | McLaren Health Care Corp., Series A                                                                                           | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    415000 | PA      | $348862.01    | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2017902.38   | 0.01%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1425754.53   | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477021.32    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAU0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    375000 | PA      | $432422.00    | 0.00%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mobiliare Latam SA                                                               | Mobiliare Latam SA                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    400000 | PA      | $395695.24    | 0.00%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614024.24    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CMT MTN Pte. Ltd.                                                                | CMT MTN Pte. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300OIICCYS9131T35       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $196456.17    | 0.00%             | 2029-04-04      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2817966 | PA      | $2327144.04   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    275000 | PA      | $274562.67    | 0.00%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    690000 | PA      | $702826.71    | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    795000 | PA      | $844825.36    | 0.00%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                         | ADT Security Corp. (The)                                                                                                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    745000 | PA      | $721064.04    | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    555000 | PA      | $573626.88    | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    530000 | PA      | $477565.99    | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAL8<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1400000 | PA      | $1431383.93   | 0.00%             | 2028-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2000000 | PA      | $1082081.68   | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2520504.81   | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                                | Banco Bradesco SA                                                                                                             | CUSIP: 05947KBC3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $400494.99    | 0.00%             | 2031-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48873400 | PA      | $49812685.66  | 0.14%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408893.31    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    490000 | PA      | $494093.77    | 0.00%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2619000 | PA      | $2643151.99   | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1125108.66   | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc., Series A                                                                                            | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    610000 | PA      | $639061.25    | 0.00%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107061 | PA      | $109067.77    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242331.45    | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $880886.08    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    715000 | PA      | $756166.01    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FRMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340716 | PA      | $309596.04    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                                                                  | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1096180.62   | 0.00%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | Healthcare Realty Holdings LP                                                                                                 | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    555000 | PA      | $526534.73    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |    800000 | PA      | $810086.45    | 0.00%             | 2030-10-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                             | SunCoke Energy, Inc.                                                                                                          | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    495000 | PA      | $466422.24    | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | Sun Communities Operating LP                                                                                                  | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    850000 | PA      | $772050.73    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1031214.36   | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123803 | PA      | $122865.38    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-5A, Class A3                                                                 | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250807.03    | 0.00%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $408347.14    | 0.00%             | 2050-10-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    611000 | PA      | $512086.87    | 0.00%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                    | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    660000 | PA      | $646903.57    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    335000 | PA      | $310462.32    | 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        |    783000 | PA      | $678493.76    | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: 74735K2B7<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $399396.59    | 0.00%             | 2028-01-31      | Fixed         | 3.88%                 | 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        |   1200000 | PA      | $1185706.73   | 0.00%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220310.81    | 0.00%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 313382GT4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     60000 | PA      | $59246.81     | 0.00%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    875000 | PA      | $889907.09    | 0.00%             | 2027-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C28, Class A4                                                                               | CUSIP: 07336WAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1017579.62   | 0.00%             | 2057-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $944570.23    | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                                            | Wabash National Corp.                                                                                                         | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    405000 | PA      | $376646.25    | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    425000 | PA      | $418904.15    | 0.00%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $952022.59    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OmGrid Funding Ltd.                                                              | OmGrid Funding Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300L1HIVZ83RMAP18       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $401898.71    | 0.00%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    355000 | PA      | $352751.49    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1200000 | PA      | $1251772.52   | 0.00%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    780000 | PA      | $794796.19    | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                                | Kingpin Intermediate Holdings LLC                                                                                             | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $766233.45    | 0.00%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    960000 | PA      | $876754.52    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1343091.24   | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    609000 | PA      | $610545.15    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CMB International Leasing Management Ltd.                                        | CMB International Leasing Management Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $374695.42    | 0.00%             | 2030-08-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   1600000 | PA      | $1646735.30   | 0.00%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269748.33    | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2931201 | PA      | $3035646.05   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y0FN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20207 | PA      | $20180.78     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    940000 | PA      | $963130.64    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                              | University of Miami, Series 2022                                                                                              | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    216000 | PA      | $172697.67    | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2477 | PA      | $2464.23      | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    508000 | PA      | $509758.08    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |    220000 | PA      | $209736.94    | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit Corp.                                                     | Barings Private Credit Corp.                                                                                                  | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74512.46     | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                                          | Capstone Borrower, Inc.                                                                                                       | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    760000 | PA      | $706057.18    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $895947.47    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    909000 | PA      | $903041.03    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1588414.99   | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University, Series 2020E                                                                                     | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $70225.72     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNSG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3017191 | PA      | $2600968.32   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                                               | HAT Holdings I LLC                                                                                                            | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1005518.33   | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Emirates Semb Corp. Water & Power Co. PJSC                                       | Emirates Semb Corp. Water & Power Co. PJSC                                                                                    | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $386464.53    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Doha Finance Ltd.                                                                | Doha Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300C2SXK7TLB4RX62       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $588079.62    | 0.00%             | 2031-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8ZW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4401674 | PA      | $4159261.33   | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335AY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43655 | PA      | $43769.68     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1160438.07   | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1620000 | PA      | $1685253.87   | 0.00%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1200000 | PA      | $1264976.90   | 0.00%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1082636.80   | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    480000 | PA      | $490282.99    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Trinity Health Corp.                                                             | Trinity Health Corp., Series 2021                                                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    187000 | PA      | $136742.27    | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1450000 | PA      | $1631862.38   | 0.00%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $855402.33    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    469000 | PA      | $389699.61    | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | Ford Credit Floorplan Master Owner Trust A, Series 2025-1, Class A1                                                           | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1572888.54   | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62681000 | PA      | $62504709.69  | 0.18%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                                          | Banco Nacional de Comercio Exterior SNC                                                                                       | CUSIP: N/A<br>LEI: 4469000001BL6VG3DH44       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $620892.46    | 0.00%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804498.88    | 0.00%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $991631.67    | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $951732.89    | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153609 | PA      | $144532.45    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    395000 | PA      | $332327.98    | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1545279.79   | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                  | DAE Funding LLC                                                                                                               | CUSIP: N/A<br>LEI: 635400SZTPQL3Y1P2C76       | Long             | DBT              | CORP              | US        |    800000 | PA      | $778490.55    | 0.00%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    810000 | PA      | $840864.18    | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44000 | PA      | $43226.74     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2396195.10   | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    520000 | PA      | $571724.87    | 0.00%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                               | First Horizon Bank                                                                                                            | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    650000 | PA      | $670855.76    | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3894723 | PA      | $3609851.08   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    866000 | PA      | $846250.17    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAH2<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    825000 | PA      | $786416.92    | 0.00%             | 2054-04-03      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    297000 | PA      | $281777.76    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1107044.60   | 0.00%             | 2028-04-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1359968.29   | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1079943.25   | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    780000 | PA      | $788146.43    | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                                                                   | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1085797.85   | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series 21A                                                                       | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $121719.13    | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1214991.14   | 0.00%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    876000 | PA      | $782794.77    | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1568000 | PA      | $1066304.84   | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1300000 | PA      | $1355849.70   | 0.00%             | 2046-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $768100.64    | 0.00%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    925000 | PA      | $916598.33    | 0.00%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    505000 | PA      | $435739.18    | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series 2025                                                                                                 | CUSIP: 04351LAC4<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170820.58    | 0.00%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1090000 | PA      | $1107963.00   | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    515000 | PA      | $540400.48    | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1199443.19   | 0.00%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAQ9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $364935.93    | 0.00%             | 2031-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $800564.50    | 0.00%             | 2033-11-06      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $948953.67    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1483753.79   | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | DBT              | CORP              | CA        |    800000 | PA      | $840303.45    | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    478000 | PA      | $405856.38    | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1065000 | PA      | $1012479.44   | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $530209.38    | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    615000 | PA      | $621899.99    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $398407.26    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1787244.54   | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1712014.71   | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645300.41    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anadolu Efes Biracilik ve Malt Sanayii A/S                                       | Anadolu Efes Biracilik ve Malt Sanayii A/S                                                                                    | CUSIP: N/A<br>LEI: 7890006LGARYVIPOJX03       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $561367.69    | 0.00%             | 2028-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    678000 | PA      | $509660.23    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                                   | Tennessee Gas Pipeline Co. LLC                                                                                                | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    678000 | PA      | $728745.51    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2200000 | PA      | $2224279.37   | 0.01%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213923.39    | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 529900JQUPIQW0D5RA73       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400824.87    | 0.00%             | 2028-03-24      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    472000 | PA      | $318297.56    | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1337893.28   | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  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        |    745000 | PA      | $843218.54    | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM                                                                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1198046.01   | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QF4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15162599 | PA      | $12893933.69  | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    220000 | PA      | $176414.61    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    804000 | PA      | $698060.50    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2G8<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606070.68    | 0.00%             | 2027-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $749479.27    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435281 | PA      | $420847.15    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    860000 | PA      | $686928.29    | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    605000 | PA      | $603801.47    | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR8, Class A3                                                                                             | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1046500.75   | 0.00%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment 2021 Ltd.                                                  | SF Holding Investment 2021 Ltd.                                                                                               | CUSIP: N/A<br>LEI: 655600V9A105VPU0VS17       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194204.41    | 0.00%             | 2028-11-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    860000 | PA      | $871623.43    | 0.00%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEG0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    842000 | PA      | $742230.07    | 0.00%             | 2030-08-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1073692.84   | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                                                                 | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    900000 | PA      | $859474.44    | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tri-State Generation & Transmission Association, Inc.                            | Tri-State Generation & Transmission Association, Inc.                                                                         | CUSIP: 89566EAD0<br>LEI: 549300VDHNFNPADSSV98 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374439.21    | 0.00%             | 2040-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series WW                                                                                        | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    438000 | PA      | $333883.10    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J92F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548322 | PA      | $531267.17    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10574196 | PA      | $10095574.21  | 0.03%             | 2054-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    680000 | PA      | $684132.98    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $117010.03    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   3558000 | PA      | $3398557.75   | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1135000 | PA      | $1172006.78   | 0.00%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                         | Stonex Escrow Issuer LLC                                                                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $650201.59    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    515000 | PA      | $546502.38    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263220.62    | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    430000 | PA      | $404033.52    | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RAM4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    789000 | PA      | $798124.71    | 0.00%             | 2028-09-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    535000 | PA      | $452730.26    | 0.00%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 04517PBY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $95203.28     | 0.00%             | 2029-04-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3097853.33   | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Rayonier LP                                                                      | Rayonier LP                                                                                                                   | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |    525000 | PA      | $476406.13    | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    715000 | PA      | $734242.50    | 0.00%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1518903.02   | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C38, Class AS                                                                              | CUSIP: 05556RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $513641.28    | 0.00%             | 2058-11-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                        | Magna International, Inc.                                                                                                     | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $100105.09    | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    765000 | PA      | $798244.07    | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    760000 | PA      | $710306.20    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   5687000 | PA      | $5749159.72   | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2837050.96   | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $984971.77    | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XREJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2777351 | PA      | $2730721.25   | 0.01%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    865000 | PA      | $850096.26    | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2800000 | PA      | $2410890.07   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co.                                                            | Liberty Utilities Co.                                                                                                         | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    710000 | PA      | $731806.84    | 0.00%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49255000 | PA      | $49112622.27  | 0.14%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5193230 | PA      | $5356870.16   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    990000 | PA      | $910873.96    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1043000 | PA      | $823496.33    | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                                                                     | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |   1350000 | PA      | $1338777.73   | 0.00%             | 2027-04-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    610000 | PA      | $601588.92    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4407 | PA      | $4278.82      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795678.57    | 0.00%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    435000 | PA      | $445515.59    | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1107988.34   | 0.00%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                       | LABL, Inc.                                                                                                                    | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    915000 | PA      | $420039.90    | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1400000 | PA      | $1453412.31   | 0.00%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3546800.08   | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $826330.88    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                             | Murphy Oil USA, Inc.                                                                                                          | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405069.79    | 0.00%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3923000 | PA      | $3902851.08   | 0.01%             | 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        |    830000 | PA      | $867105.76    | 0.00%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    580000 | PA      | $576524.87    | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2011F-1                                                                                              | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1069597.85   | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2015000 | PA      | $1999277.77   | 0.01%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121996.64    | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    420000 | PA      | $304362.12    | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    547000 | PA      | $531676.40    | 0.00%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   3088000 | PA      | $3049708.19   | 0.01%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    600000 | PA      | $467920.79    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    809000 | PA      | $633027.43    | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    980000 | PA      | $982170.69    | 0.00%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                      | BANK5 Trust, Series 2024-5YR6, Class A3                                                                                       | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4742084.84   | 0.01%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $804821.27    | 0.00%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                        | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    635000 | PA      | $608484.23    | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    505000 | PA      | $523478.26    | 0.00%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: —       |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1393295.40   | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $603289.44    | 0.00%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1853683.87   | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    394000 | PA      | $443845.89    | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| SIB Sukuk Co. III Ltd.                                                           | SIB Sukuk Co. III Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300VEBV0EQP2FCP08       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $407382.97    | 0.00%             | 2030-02-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1718654 | PA      | $1765256.64   | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    505000 | PA      | $358616.02    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | Ontario Teachers' Cadillac Fairview Properties Trust                                                                          | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1110000 | PA      | $997396.48    | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1229045.03   | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    725316 | PA      | $721712.41    | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7115846 | PA      | $7310515.59   | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                                        | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    540000 | PA      | $532983.05    | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                     | Arcosa, Inc.                                                                                                                  | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    640000 | PA      | $674650.20    | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $762138.57    | 0.00%             | 2027-09-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357301.31    | 0.00%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    820000 | PA      | $733862.27    | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    578000 | PA      | $562599.02    | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                                               | Kingdom of Belgium                                                                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |   1200000 | PA      | $1068971.91   | 0.00%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    585000 | PA      | $494862.68    | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    665000 | PA      | $763845.23    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    880000 | PA      | $872313.61    | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470984.45    | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                             | CP Atlas Buyer, Inc.                                                                                                          | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275643.74    | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    845000 | PA      | $864259.08    | 0.00%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fermaca Enterprises S de RL de CV                                                | Fermaca Enterprises S de RL de CV                                                                                             | CUSIP: N/A<br>LEI: 549300HYMZDEHWD3X752       | Long             | DBT              | CORP              | MX        |    335305 | PA      | $339956.97    | 0.00%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                            | Toledo Hospital (The)                                                                                                         | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    824000 | PA      | $831853.19    | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    435000 | PA      | $405624.67    | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    405000 | PA      | $407565.91    | 0.00%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA                                                                                                              | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    470000 | PA      | $497065.49    | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    223000 | PA      | $181798.50    | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    940000 | PA      | $981275.69    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1638283.89   | 0.00%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $435517.69    | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    737000 | PA      | $754501.87    | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1266712.25   | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMX24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59264 | PA      | $58388.12     | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                          | Howden UK Refinance plc, Series FEB.                                                                                          | CUSIP: 44287DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407574.80    | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2876154.08   | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |    850000 | PA      | $821467.93    | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630080.63    | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    725000 | PA      | $723002.45    | 0.00%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    320000 | PA      | $285328.14    | 0.00%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1227602.53   | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                       | Alcoa Nederland Holding BV                                                                                                    | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    745000 | PA      | $788306.14    | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1010000 | PA      | $1051322.65   | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4434040 | PA      | $4386075.00   | 0.01%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201126.40    | 0.00%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   2205000 | PA      | $2250547.83   | 0.01%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    790000 | PA      | $800137.07    | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    900000 | PA      | $917659.64    | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3497000 | PA      | $3266430.66   | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2711282.61   | 0.01%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    740000 | PA      | $752437.14    | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586610.02    | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    510000 | PA      | $513151.20    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $399205.44    | 0.00%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1800000 | PA      | $1927725.33   | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1795000 | PA      | $1698944.59   | 0.00%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556834.53    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    440000 | PA      | $421215.59    | 0.00%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2080530 | PA      | $2082196.94   | 0.01%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                              | CDP Financial, Inc.                                                                                                           | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1455000 | PA      | $1554309.51   | 0.00%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                             | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    535000 | PA      | $568026.64    | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1428276.20   | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    915000 | PA      | $967762.50    | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    730000 | PA      | $744656.99    | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    736000 | PA      | $760250.04    | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1493904 | PA      | $1457628.82   | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    656000 | PA      | $640698.02    | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    720000 | PA      | $721536.43    | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                              | Klabin Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |    650000 | PA      | $672750.79    | 0.00%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Arch Capital Group Ltd.                                                          | Arch Capital Group Ltd.                                                                                                       | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    961000 | PA      | $711734.01    | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313731 | PA      | $287372.79    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    617000 | PA      | $646859.87    | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    775000 | PA      | $791868.75    | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Conduent Business Services LLC                                                   | Conduent Business Services LLC                                                                                                | CUSIP: 20679LAB7<br>LEI: 54930026CNAIP718XD30 | Long             | DBT              | CORP              | US        |    536000 | PA      | $437211.84    | 0.00%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Minsur SA                                                                        | Minsur SA                                                                                                                     | CUSIP: N/A<br>LEI: 254900C69MVC7SXO2G61       | Long             | DBT              | CORP              | PE        |    600000 | PA      | $574469.56    | 0.00%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    320000 | PA      | $273070.69    | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    763000 | PA      | $750733.22    | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    810000 | PA      | $832502.97    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $1982650.59   | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460682 | PA      | $400319.46    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1100149.16   | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $898574.42    | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co. LLC                                                     | Southern Natural Gas Co. LLC                                                                                                  | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167926.38    | 0.00%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    929000 | PA      | $935636.38    | 0.00%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    511000 | PA      | $347080.34    | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $661576.11    | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1234563.71   | 0.00%             | 2035-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27573000 | PA      | $27655934.41  | 0.08%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                                                            | CUSIP: 748148SH7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1140000 | PA      | $1134721.01   | 0.00%             | 2031-01-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                                                  | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1000000 | PA      | $1080809.83   | 0.00%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Science Applications International Corp.                                         | Science Applications International Corp.                                                                                      | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373094.50    | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72578000 | PA      | $73008931.88  | 0.21%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    860000 | PA      | $866714.29    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420123.47    | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5RH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11178058 | PA      | $11554591.57  | 0.03%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348258.94    | 0.00%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                         | Option Care Health, Inc.                                                                                                      | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    539000 | PA      | $527735.23    | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    328000 | PA      | $316204.40    | 0.00%             | 2029-06-17      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2403000 | PA      | $2392483.79   | 0.01%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Nanshan Life Pte. Ltd.                                                           | Nanshan Life Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2138006QCWSN6N7E1140       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $599679.37    | 0.00%             | 2041-03-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1072605.24   | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1117395.87   | 0.00%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    840000 | PA      | $838647.81    | 0.00%             | 2040-01-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    445000 | PA      | $396132.46    | 0.00%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    660000 | PA      | $777394.56    | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Five LLC                                                      | Goodman US Finance Five LLC                                                                                                   | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $519738.65    | 0.00%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    825000 | PA      | $837902.17    | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $414339.93    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    998000 | PA      | $651028.10    | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434192.70    | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1257932.49   | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: 059895AH5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    435000 | PA      | $487982.47    | 0.00%             | 2029-03-15      | Fixed         | 9.03%                 | No            |                  2 | On Loan: —       |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    670000 | PA      | $675472.20    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $400402.26    | 0.00%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    678000 | PA      | $756403.22    | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5PL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8696154 | PA      | $9005992.68   | 0.03%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd.                                                          | CNOOC Finance 2013 Ltd.                                                                                                       | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $547891.65    | 0.00%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                               | Ralph Lauren Corp.                                                                                                            | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87507.57     | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UL Solutions, Inc.                                                               | UL Solutions, Inc.                                                                                                            | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |    430000 | PA      | $453148.14    | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1748283.82   | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1435593.45   | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                                | Molex Electronic Technologies LLC                                                                                             | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328158.49    | 0.00%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2858226.28   | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Methodist Hospital (The)                                                         | Methodist Hospital (The), Series 20A                                                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    638000 | PA      | $392010.86    | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                       | Primo Water Holdings, Inc.                                                                                                    | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    778000 | PA      | $760591.07    | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1207711.92   | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    425000 | PA      | $469941.26    | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                               | Hormel Foods Corp.                                                                                                            | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $921573.32    | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1093238.78   | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350631.93    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    680000 | PA      | $697694.09    | 0.00%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                           | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $728190.56    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    505000 | PA      | $450056.42    | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $2848288.32   | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $620499.96    | 0.00%             | 2028-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | DBT              | CORP              | CA        |   1020000 | PA      | $1093980.61   | 0.00%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    392000 | PA      | $428912.04    | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    780000 | PA      | $617285.98    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $414662.38    | 0.00%             | 2030-03-03      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1495110.88   | 0.00%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483889.24    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Studio City Co. Ltd.                                                             | Studio City Co. Ltd.                                                                                                          | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |    356000 | PA      | $356321.04    | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $608799.82    | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1488095.79   | 0.00%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series M                                                                                            | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    670000 | PA      | $494951.70    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1287126.07   | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80010.22     | 0.00%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                               | Tractor Supply Co.                                                                                                            | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334937.89    | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1109755.57   | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1386828.89   | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2279557.43   | 0.01%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $915876.00    | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    190000 | PA      | $252935.73    | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric & Gas Co., Series R                                                                                   | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383929.12    | 0.00%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                                | Kronos Acquisition Holdings, Inc.                                                                                             | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $413880.97    | 0.00%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $1041054.58   | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $601812.17    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                     | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    475000 | PA      | $503580.92    | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    551000 | PA      | $625765.89    | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                       | F&G Annuities & Life, Inc.                                                                                                    | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $188012.86    | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series Z                                                                                               | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    390000 | PA      | $285510.41    | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVA95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7348862 | PA      | $7662579.22   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    880000 | PA      | $788164.56    | 0.00%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $666442.90    | 0.00%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    865000 | PA      | $860929.90    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $403672.84    | 0.00%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    860000 | PA      | $861908.20    | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                            | Woodside Finance Ltd.                                                                                                         | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1075000 | PA      | $1063067.28   | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1241430.68   | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care, Series 2020                                                                                             | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26983.29     | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Kemper Corp.                                                                     | Kemper Corp.                                                                                                                  | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    695000 | PA      | $620882.18    | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    535000 | PA      | $543385.09    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1226629.47   | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1185694.62   | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    901000 | PA      | $693939.04    | 0.00%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                                                                        | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    525000 | PA      | $548518.37    | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    905000 | PA      | $849691.61    | 0.00%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1078220.32   | 0.00%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Capital Market Ltd.                                      | Sun Hung Kai Properties Capital Market Ltd.                                                                                   | CUSIP: N/A<br>LEI: 222100WJDEUAP4JLW867       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $949881.67    | 0.00%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    545000 | PA      | $603110.22    | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313468.97    | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1755168.92   | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Sukuk Ventures                                                            | Global Sukuk Ventures                                                                                                         | CUSIP: N/A<br>LEI: 529900O7Y19DFQY7AW02       | Long             | DBT              | NUSS              | QA        |   3000000 | PA      | $2939868.74   | 0.01%             | 2035-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1204922.65   | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1157412.80   | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    639000 | PA      | $530540.12    | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Mashreqbank PSC                                                                  | Mashreqbank PSC                                                                                                               | CUSIP: N/A<br>LEI: 5493000SA3K24EQKA103       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $630658.14    | 0.00%             | 2033-02-24      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14226095 | PA      | $11601702.78  | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12041225 | PA      | $11136515.79  | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1247107.97   | 0.00%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    365000 | PA      | $379754.61    | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1790000 | PA      | $1493262.38   | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    708595 | PA      | $648518.20    | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AH8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    627000 | PA      | $487908.85    | 0.00%             | 2059-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1993830.79   | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $1919047.62   | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    943000 | PA      | $812922.01    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $618678.24    | 0.00%             | 2029-11-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHH Escrow Issuer LLC                                                            | PHH Escrow Issuer LLC                                                                                                         | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $710674.47    | 0.00%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    940000 | PA      | $945455.47    | 0.00%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp.                                                   | First American Financial Corp.                                                                                                | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    705000 | PA      | $617215.83    | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ET5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213742 | PA      | $199896.15    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                                   | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    873000 | PA      | $825907.19    | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1115303.67   | 0.00%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                                    | Snap-on, Inc.                                                                                                                 | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    520000 | PA      | $425530.77    | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    505000 | PA      | $534018.81    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                        | Turk Telekomunikasyon A/S                                                                                                     | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $611793.19    | 0.00%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    675000 | PA      | $529158.91    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    415000 | PA      | $413819.06    | 0.00%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1824606.72   | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    404000 | PA      | $399218.27    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co., Series C                                                                                                   | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    455000 | PA      | $455362.78    | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                                | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1235000 | PA      | $1189852.63   | 0.00%             | 2029-11-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39741 | PA      | $37315.14     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    902000 | PA      | $798574.51    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1118857.92   | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                               | Ralph Lauren Corp.                                                                                                            | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    497000 | PA      | $471618.93    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $407522.05    | 0.00%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1391330.28   | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAJ3<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $825364.09    | 0.00%             | 2033-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Oil Co. of the Azerbaijan Republic                                         | State Oil Co. of the Azerbaijan Republic                                                                                      | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |    622000 | PA      | $673058.13    | 0.00%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1045198.68   | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BC0<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384663.70    | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139714 | PA      | $147946.62    | 0.00%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56503000 | PA      | $56578043.05  | 0.16%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1591069.46   | 0.00%             | 2029-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    530000 | PA      | $549191.70    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AG8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $187778.14    | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1028356.55   | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1616597.56   | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                      | RenaissanceRe Holdings Ltd.                                                                                                   | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    675000 | PA      | $661550.99    | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10595144 | PA      | $10799570.42  | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                     | Kaspi.KZ JSC                                                                                                                  | CUSIP: N/A<br>LEI: 2549003YU6FARG8OAZ13       | Long             | DBT              | CORP              | KZ        |    600000 | PA      | $616293.11    | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    590000 | PA      | $610745.91    | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    353000 | PA      | $353549.50    | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    495000 | PA      | $511136.39    | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co., Series Q                                                                                   | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239389.76    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996222.35    | 0.00%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts                          | Chicago Transit Authority Sales & Transfer Tax Receipts, Series 2008B                                                         | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    714646 | PA      | $794595.28    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    585000 | PA      | $564678.35    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AL1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    383000 | PA      | $337519.34    | 0.00%             | 2044-04-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aercap Sukuk Ltd.                                                                | Aercap Sukuk Ltd.                                                                                                             | CUSIP: 00782EAA1<br>LEI: 391200JQT9N8N6OA4N81 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $108659.74    | 0.00%             | 2029-10-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    545000 | PA      | $535442.35    | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1123888.23   | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    143000 | PA      | $98596.01     | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                                        | Stonebriar ABF Issuer LLC                                                                                                     | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $788708.78    | 0.00%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406354.88    | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                | Fidelity National Financial, Inc.                                                                                             | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    231000 | PA      | $232666.50    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   1261730 | PA      | $707301.16    | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                                | Benin Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |   1000000 | PA      | $1045711.59   | 0.00%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                                 | AptarGroup, Inc.                                                                                                              | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122531.46    | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49459000 | PA      | $48873606.37  | 0.14%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Soar Wise Ltd.                                                                   | Soar Wise Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2138001423MK8G3BNM68       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $981691.32    | 0.00%             | 2030-03-28      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                                                    | HB Fuller Co.                                                                                                                 | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344282.71    | 0.00%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |   4760000 | PA      | $4791869.82   | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    595000 | PA      | $568681.00    | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1151877.67   | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   1800000 | PA      | $1815260.37   | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   1258542 | PA      | $1138211.61   | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2024521.58   | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                    | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    722000 | PA      | $734895.47    | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2200000 | PA      | $2251594.42   | 0.01%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $631816.14    | 0.00%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1239732.81   | 0.00%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617A1GG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123185 | PA      | $115817.93    | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| California Endowment (The)                                                       | California Endowment (The), Series 2021                                                                                       | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    530000 | PA      | $310384.36    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                | Genuine Parts Co.                                                                                                             | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    450000 | PA      | $499204.71    | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy, Inc.                                                           | Vermilion Energy, Inc.                                                                                                        | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $424967.96    | 0.00%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    485000 | PA      | $440080.32    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    635000 | PA      | $509887.78    | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1217882.67   | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2147292.54   | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    824000 | PA      | $748394.65    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588677.51    | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282837 | PA      | $273444.16    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1400000 | PA      | $1366159.90   | 0.00%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    575000 | PA      | $578449.17    | 0.00%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $591542.28    | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    630000 | PA      | $554574.94    | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $916963.40    | 0.00%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Group LLC                                                       | Neuberger Berman Group LLC                                                                                                    | CUSIP: 64128XAG5<br>LEI: 549300XIWEKOTC8HO652 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494891.69    | 0.00%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    421000 | PA      | $420581.01    | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: 82460EAV2<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $404498.84    | 0.00%             | 2028-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSYU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4037811 | PA      | $4052463.41   | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                                                              | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $477043.53    | 0.00%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    410000 | PA      | $466428.71    | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1980000 | PA      | $1985419.98   | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc., Series CB                                                                                    | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    645000 | PA      | $601859.49    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1863466.30   | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    841000 | PA      | $882297.36    | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    840000 | PA      | $848999.45    | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    425000 | PA      | $410804.14    | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2A9<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    800000 | PA      | $761378.54    | 0.00%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HPHT Finance 25 Ltd.                                                             | HPHT Finance 25 Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 391200WO1HJV9NKDQI47       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $405922.73    | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55793.68     | 0.00%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1870785 | PA      | $1708083.62   | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67328000 | PA      | $65750000.00  | 0.19%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $685838.37    | 0.00%             | 2033-02-07      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2025-4, Class B                                                                | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501185.01    | 0.00%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                    | ASB Bank Ltd.                                                                                                                 | CUSIP: 00216LAF0<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    525000 | PA      | $538645.44    | 0.00%             | 2027-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    595000 | PA      | $561819.60    | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1119528.65   | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $469111.04    | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   2600000 | PA      | $1811889.88   | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354091.21    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC                                                           | Brookfield Finance LLC                                                                                                        | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    967000 | PA      | $666096.19    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    510000 | PA      | $457856.36    | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    740000 | PA      | $737378.88    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                                | INEOS Finance plc                                                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $612133.24    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kyobo Life Insurance Co. Ltd.                                                    | Kyobo Life Insurance Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 988400Y298KYBHWRBS28       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $406816.59    | 0.00%             | 2052-06-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    612000 | PA      | $570751.01    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53516000 | PA      | $53875560.63  | 0.15%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1108783.26   | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1610086.41   | 0.00%             | 2030-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    411000 | PA      | $432145.86    | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35130.93     | 0.00%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1068910.24   | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-171, Class A2 | CUSIP: 3137HMCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1985894.61   | 0.01%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $187893.18    | 0.00%             | 2048-09-12      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    370000 | PA      | $395204.73    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1020042.77   | 0.00%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                                               | Kinross Gold Corp.                                                                                                            | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $634940.91    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1223000 | PA      | $1165693.95   | 0.00%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1167086.95   | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    895000 | PA      | $891192.00    | 0.00%             | 2031-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1077782.74   | 0.00%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1013179.42   | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2859000 | PA      | $3205408.47   | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2020N                                                   | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $62908.99     | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| IsDB Trust Services No. 2 SARL                                                   | IsDB Trust Services No. 2 SARL                                                                                                | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |    200000 | PA      | $201150.81    | 0.00%             | 2029-10-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    860000 | PA      | $850721.20    | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367379.14    | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                                | Star Parent, Inc.                                                                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1043855.06   | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31354000 | PA      | $31679787.66  | 0.09%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $866271.92    | 0.00%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1235280.27   | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $2601020.20   | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1612596.98   | 0.00%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    495000 | PA      | $505381.91    | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    545000 | PA      | $557825.06    | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | Equitable America Global Funding                                                                                              | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311224.75    | 0.00%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2760000 | PA      | $2036843.27   | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $493197.10    | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California, Series 21A                                                                                 | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    345000 | PA      | $224621.71    | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1007652.55   | 0.00%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    558000 | PA      | $517124.57    | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                                    | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $769764.20    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAT0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    760000 | PA      | $641582.38    | 0.00%             | 2047-03-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XN6J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1479126 | PA      | $1549162.08   | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78771000 | PA      | $79555633.01  | 0.23%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QN4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3252062 | PA      | $2903451.85   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451657.51    | 0.00%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                                                                            | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    360000 | PA      | $418977.51    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $403231.50    | 0.00%             | 2030-03-04      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1604104.71   | 0.00%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                                                   | Bank of the Philippine Islands                                                                                                | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | DBT              | CORP              | PH        |    400000 | PA      | $410610.14    | 0.00%             | 2030-04-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series B                                                                                                   | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408243.90    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481559.01    | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1396951 | PA      | $1401709.75   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    841000 | PA      | $789966.65    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418E3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338974 | PA      | $350855.81    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                       | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $1037546.94   | 0.00%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Korea East-West Power Co. Ltd.                                                   | Korea East-West Power Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400N0YW2A27V3D553       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $407368.68    | 0.00%             | 2028-07-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                                                            | Monongahela Power Co.                                                                                                         | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $471037.75    | 0.00%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749173.50    | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                                                                       | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    950000 | PA      | $952825.19    | 0.00%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XC3K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2866864 | PA      | $2562185.12   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    466000 | PA      | $460106.77    | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1365000 | PA      | $1431654.74   | 0.00%             | 2033-06-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: —       |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1490313.41   | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3038000 | PA      | $3006304.68   | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    934000 | PA      | $920218.45    | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126331.56    | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    860000 | PA      | $768891.25    | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1600000 | PA      | $1318425.89   | 0.00%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    346000 | PA      | $347833.14    | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    803000 | PA      | $710976.40    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2279000 | PA      | $2261123.99   | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1388374.83   | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319140.39    | 0.00%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1172336.30   | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    725000 | PA      | $771063.96    | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    679000 | PA      | $678476.73    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                                                  | Dealer Tire LLC                                                                                                               | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $517990.74    | 0.00%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B11, Class A4                                                                           | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2795260 | PA      | $2725742.72   | 0.01%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $913217.33    | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                      | Xylem, Inc.                                                                                                                   | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    867000 | PA      | $785361.43    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2695532.29   | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp., Series B                                                                                           | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594867.97    | 0.00%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43046000 | PA      | $42938385.00  | 0.12%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AE5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    705000 | PA      | $584575.50    | 0.00%             | 2044-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    944791 | PA      | $916001.06    | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $654116.98    | 0.00%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2992000 | PA      | $1987577.74   | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $193440.73    | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                                            | New England Power Co.                                                                                                         | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293440.91    | 0.00%             | 2052-11-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $455069.39    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128405.22    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    665000 | PA      | $695814.74    | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Marine, Inc.                                                              | Global Marine, Inc.                                                                                                           | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $271127.39    | 0.00%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90100 | PA      | $81969.14     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                   | Sales Tax Securitization Corp., Series 2019A                                                                                  | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $550306.95    | 0.00%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    600000 | PA      | $483420.86    | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                                | Weekley Homes LLC                                                                                                             | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $452287.31    | 0.00%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   6300000 | PA      | $5287927.02   | 0.02%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                  | Medtronic, Inc.                                                                                                               | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1761569.62   | 0.01%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29482 | PA      | $28537.21     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1114620.96   | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | Johns Hopkins University, Series 2013                                                                                         | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    295000 | PA      | $238174.81    | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                 | American National Global Funding                                                                                              | CUSIP: 02771D2D5<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    515000 | PA      | $516945.45    | 0.00%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co.                                                             | El Paso Electric Co.                                                                                                          | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    317000 | PA      | $282522.33    | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare, Inc.                                                       | Northwell Healthcare, Inc.                                                                                                    | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    570000 | PA      | $426539.85    | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                      | Saks Global Enterprises LLC                                                                                                   | CUSIP: N/A<br>LEI: 5493007HQSJGRH78Q684       | Long             | DBT              | CORP              | US        |    189035 | PA      | $189496.57    | 0.00%             | 2079-12-31      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2000000 | PA      | $1777537.06   | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    950000 | PA      | $874095.14    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $937476.22    | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1020031.26   | 0.00%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    652000 | PA      | $674797.30    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $485208.75    | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3279000 | PA      | $3540291.88   | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36965.00     | 0.00%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center, Series 2020                                                                           | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    330000 | PA      | $217418.40    | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    565000 | PA      | $557623.14    | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74851.55     | 0.00%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1037021.40   | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13119441 | PA      | $10695860.09  | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                                                        | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $402220.40    | 0.00%             | 2047-01-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1200000 | PA      | $1115541.06   | 0.00%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                                | Iliad Holding SAS                                                                                                             | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |   1135000 | PA      | $1216012.66   | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    465000 | PA      | $488656.79    | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    600000 | PA      | $612159.89    | 0.00%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    510000 | PA      | $513393.92    | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1175000 | PA      | $1163842.60   | 0.00%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 7425APAD7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155500.21    | 0.00%             | 2028-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                            | LD Holdings Group LLC                                                                                                         | CUSIP: 521088AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $360985.87    | 0.00%             | 2027-11-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6944163 | PA      | $5925954.40   | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    685000 | PA      | $552864.76    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                    | ASB Bank Ltd.                                                                                                                 | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    735000 | PA      | $743818.69    | 0.00%             | 2032-06-17      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6285000 | PA      | $5970871.62   | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Presbyterian Healthcare Services                                                 | Presbyterian Healthcare Services                                                                                              | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    498000 | PA      | $445498.78    | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    825000 | PA      | $839893.47    | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: N/A<br>LEI: 988400GSDJCW3LKJBD20       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201937.32    | 0.00%             | 2030-07-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1321709.73   | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade, Series 2018C                                                                                            | CUSIP: 59333P3W6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     60000 | PA      | $55134.45     | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22534PAB9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1081911.44   | 0.00%             | 2027-01-11      | Fixed         | 2.02%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    570000 | PA      | $589718.89    | 0.00%             | 2034-03-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    694000 | PA      | $790273.12    | 0.00%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1196451.62   | 0.00%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                                                             | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    835000 | PA      | $842772.21    | 0.00%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552810.62    | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    800000 | PA      | $744670.78    | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1220425.67   | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $350880.18    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2289577.49   | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    134000 | PA      | $99201.89     | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $418522.55    | 0.00%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMB53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2059374 | PA      | $1944786.19   | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    690000 | PA      | $671742.69    | 0.00%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $930108.96    | 0.00%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310378.41    | 0.00%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1196477.83   | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DP5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3162385 | PA      | $3222180.62   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    600000 | PA      | $626951.96    | 0.00%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK Corp.                                                            | SOUTHSTATE BANK Corp.                                                                                                         | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10486.78     | 0.00%             | 2035-06-13      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1023559.98   | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138MCXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70342 | PA      | $65005.72     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $504581.49    | 0.00%             | 2031-07-08      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Hana Securities Co. Ltd.                                                         | Hana Securities Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300EYQ6V322IGFP59       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $406098.68    | 0.00%             | 2028-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5WM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141133 | PA      | $133058.82    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342823.43    | 0.00%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                                   | Somnigroup International, Inc.                                                                                                | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    855000 | PA      | $829597.67    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraken Oil & Gas Partners LLC                                                    | Kraken Oil & Gas Partners LLC                                                                                                 | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494588.49    | 0.00%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1710000 | PA      | $1797774.01   | 0.01%             | 2029-09-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427297.97    | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    702000 | PA      | $698754.51    | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                       | F&G Annuities & Life, Inc.                                                                                                    | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $758670.81    | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1930000 | PA      | $2009184.74   | 0.01%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    775000 | PA      | $801358.09    | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7LA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301553 | PA      | $292938.59    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351344.27    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    655000 | PA      | $422713.72    | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1190000 | PA      | $1324115.30   | 0.00%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    515000 | PA      | $391197.22    | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312120.44    | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    951000 | PA      | $843327.92    | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series D                                                                                       | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    458000 | PA      | $409157.48    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAE5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    665000 | PA      | $596316.77    | 0.00%             | 2046-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    770000 | PA      | $678364.91    | 0.00%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                   | United Airlines Holdings, Inc.                                                                                                | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333347.61    | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    809000 | PA      | $710769.80    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    890000 | PA      | $900747.69    | 0.00%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1073000 | PA      | $984123.27    | 0.00%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1992941.77   | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1434793.42   | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249841.55    | 0.00%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53499.99     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                                   | ANGI Group LLC                                                                                                                | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $465277.00    | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | University of Virginia, Series 2020                                                                                           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $645034.75    | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                          | Howden UK Refinance plc                                                                                                       | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $510384.41    | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    545000 | PA      | $486657.88    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1925000 | PA      | $1994906.92   | 0.01%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    410000 | PA      | $429913.10    | 0.00%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1935756 | PA      | $1594420.04   | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    971000 | PA      | $966766.10    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    429000 | PA      | $334407.24    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    995000 | PA      | $999226.15    | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    295000 | PA      | $329986.95    | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QVDD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3874 | PA      | $3645.37      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    595000 | PA      | $466208.14    | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    960000 | PA      | $719342.71    | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                                                    | Griffon Corp.                                                                                                                 | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    973000 | PA      | $972521.66    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1925000 | PA      | $1922832.83   | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $198033.40    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | Landeskreditbank Baden-Wuerttemberg Foerderbank                                                                               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | NUSS              | DE        |     30000 | PA      | $30827.73     | 0.00%             | 2030-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1100000 | PA      | $593756.03    | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    660000 | PA      | $670126.41    | 0.00%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    674000 | PA      | $535511.06    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                                       | Jacobs Entertainment, Inc.                                                                                                    | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493727.92    | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JGSH Philippines Ltd.                                                            | JGSH Philippines Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 984500C4564DDC8F1072       | Long             | DBT              | CORP              | VG        |    500000 | PA      | $495232.96    | 0.00%             | 2030-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2432000 | PA      | $1648935.82   | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18268710 | PA      | $19016745.87  | 0.05%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pagaya US Holdings Co. LLC                                                       | Pagaya US Holdings Co. LLC                                                                                                    | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $401745.68    | 0.00%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBV0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5510.93      | 0.00%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    570000 | PA      | $583366.66    | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    870000 | PA      | $842200.24    | 0.00%             | 2037-03-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319111.71    | 0.00%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    678000 | PA      | $694938.39    | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30526 | PA      | $30214.45     | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17644975 | PA      | $15813098.24  | 0.05%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1142329.35   | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $592507.49    | 0.00%             | 2029-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133ARQD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252637 | PA      | $215969.58    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust                                                            | Wynnton Funding Trust                                                                                                         | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1104206.32   | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    565000 | PA      | $357637.78    | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                            | TrueNoord Capital DAC                                                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    145000 | PA      | $153059.26    | 0.00%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                             | Archrock Partners LP                                                                                                          | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    860000 | PA      | $862171.50    | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    815000 | PA      | $756127.78    | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                                                                      | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1461639.61   | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495279.70    | 0.00%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                            | KeHE Distributors LLC                                                                                                         | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1032670.98   | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    665000 | PA      | $645102.49    | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $524666.67    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1116879.53   | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    812000 | PA      | $726110.88    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    920000 | PA      | $990883.56    | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                 | Equitable America Global Funding                                                                                              | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423473.53    | 0.00%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |    600000 | PA      | $606793.11    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Winnebago Industries, Inc.                                                       | Winnebago Industries, Inc.                                                                                                    | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    228000 | PA      | $228460.24    | 0.00%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    937000 | PA      | $794719.19    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1085000 | PA      | $1094406.26   | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    609000 | PA      | $450444.25    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    415000 | PA      | $391158.23    | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| China Great Wall International Holdings V Ltd.                                   | China Great Wall International Holdings V Ltd.                                                                                | CUSIP: N/A<br>LEI: 254900N6H4J4MJJ8ZN67       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $728801.96    | 0.00%             | 2030-08-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $879958.41    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                      | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2770000 | PA      | $2851407.13   | 0.01%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YUHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27636 | PA      | $26828.73     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSI MTN Ltd.                                                                     | CSI MTN Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 2549008F29JNGIBO2O60       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $601720.98    | 0.00%             | 2027-10-22      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1011234.37   | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma                                                                                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625619.59    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $854215.85    | 0.00%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1095456.34   | 0.00%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1600000 | PA      | $1632387.77   | 0.00%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BG8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    790000 | PA      | $813857.13    | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $592012.38    | 0.00%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    485000 | PA      | $497518.93    | 0.00%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $352425.63    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                                          | Cobra AcquisitionCo LLC                                                                                                       | CUSIP: 19106CAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $273230.27    | 0.00%             | 2029-11-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| Kemper Corp.                                                                     | Kemper Corp.                                                                                                                  | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    471000 | PA      | $436669.46    | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    925000 | PA      | $944081.21    | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421064.06    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    780000 | PA      | $728885.90    | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $505774.39    | 0.00%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GSN79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10293646 | PA      | $10602292.76  | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                       | GENMAB A/S                                                                                                                    | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |   1465000 | PA      | $1503211.51   | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1218604.02   | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAC8<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $784410.56    | 0.00%             | 2027-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | American Assets Trust LP                                                                                                      | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    685000 | PA      | $624604.32    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1264413.04   | 0.00%             | 2054-01-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J75K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32900 | PA      | $31939.22     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    510000 | PA      | $557811.92    | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410090.97    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    515000 | PA      | $533961.51    | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1528951 | PA      | $1572367.40   | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                  | LCM Investments Holdings II LLC                                                                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1021911.37   | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739479.39    | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1765000 | PA      | $1762654.21   | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $4261819.52   | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    315000 | PA      | $347894.76    | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   5000000 | PA      | $4323753.33   | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333259.24    | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc., Series 2020                                                                                               | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230488.40    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138W9SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176830 | PA      | $162783.29    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1097574.54   | 0.00%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8KR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799489 | PA      | $741415.98    | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26520200 | PA      | $16566837.44  | 0.05%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                         | MetLife Capital Trust IV                                                                                                      | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $396670.31    | 0.00%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $177137.05    | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                          | Ellucian Holdings, Inc.                                                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    845000 | PA      | $835194.38    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                                                                 | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    435000 | PA      | $397185.86    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    755000 | PA      | $779934.85    | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hoag Memorial Hospital Presbyterian                                              | Hoag Memorial Hospital Presbyterian                                                                                           | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    693000 | PA      | $526945.35    | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502843.28    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    595000 | PA      | $591420.49    | 0.00%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    911000 | PA      | $829033.72    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130866.57    | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5895000 | PA      | $3321739.13   | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1308131.39   | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1465000 | PA      | $1538691.12   | 0.00%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Shaoxing Shangyu State-owned Capital Investment Operation Co. Ltd.               | Shaoxing Shangyu State-owned Capital Investment Operation Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 3003009489P0SMPRDL57       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $404858.08    | 0.00%             | 2027-01-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413664.34    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    492000 | PA      | $481442.56    | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1103698.77   | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    117000 | PA      | $102085.30    | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1905000 | PA      | $2165573.30   | 0.01%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust, Series 2025-A, Class A4                                                                    | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509675.50    | 0.00%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223907 | PA      | $210106.44    | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2496587.62   | 0.01%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QJQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9740765 | PA      | $9448341.81   | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    490000 | PA      | $503959.49    | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    715000 | PA      | $711167.85    | 0.00%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                                                                | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    915000 | PA      | $903685.05    | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2320000 | PA      | $2378207.77   | 0.01%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                                         | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |    600000 | PA      | $576236.08    | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $374803.37    | 0.00%             | 2031-05-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                                  | BGC Group, Inc.                                                                                                               | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    430000 | PA      | $459385.78    | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 984500BDB0DE6F1AF647       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $600981.81    | 0.00%             | 2028-03-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXRC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2425105 | PA      | $2247192.09   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                               | Cipher Compute LLC                                                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $891157.66    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318669.01    | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Telecomunicaciones SA ESP                                               | Colombia Telecomunicaciones SA ESP                                                                                            | CUSIP: N/A<br>LEI: 549300CK4YN0V1C3MN55       | Long             | DBT              | CORP              | CO        |    450000 | PA      | $420209.22    | 0.00%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H3XW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263036 | PA      | $246327.33    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1503117.57   | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7922816 | PA      | $7608202.29   | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2170000 | PA      | $1882960.77   | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp. A Mutual Legal Reserve Co.                             | Health Care Service Corp. A Mutual Legal Reserve Co.                                                                          | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1053008.82   | 0.00%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    710000 | PA      | $729526.70    | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KR5X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2550994 | PA      | $2680897.55   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    445000 | PA      | $485243.67    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $1000700.53   | 0.00%             | 2027-07-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $925057.99    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    710000 | PA      | $719467.19    | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    950000 | PA      | $976869.68    | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    570000 | PA      | $597783.27    | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140N25Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760176 | PA      | $763317.04    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aegea Finance SARL                                                               | Aegea Finance SARL                                                                                                            | CUSIP: N/A<br>LEI: 213800V6WTKUT1XWIZ47       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $586395.18    | 0.00%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXPM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11105552 | PA      | $10028653.84  | 0.03%             | 2037-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    903000 | PA      | $881560.93    | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    680000 | PA      | $629004.59    | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    570000 | PA      | $494714.07    | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1088245.80   | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403312.32    | 0.00%             | 2027-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                               | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    634000 | PA      | $584138.88    | 0.00%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                    | Staples, Inc.                                                                                                                 | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    815772 | PA      | $668622.36    | 0.00%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Swire Properties MTN Financing Ltd.                                              | Swire Properties MTN Financing Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300MYFUCWFUIC4803       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $197792.37    | 0.00%             | 2028-01-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    606000 | PA      | $676736.10    | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $3018905.22   | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5131599 | PA      | $5192741.93   | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                   | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |    600000 | PA      | $638775.54    | 0.00%             | 2033-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                               | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    407000 | PA      | $405510.61    | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2434870.27   | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $843359.08    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1350000 | PA      | $932207.85    | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    725000 | PA      | $785552.27    | 0.00%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12987 | PA      | $12888.70     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    535000 | PA      | $415888.76    | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13854804 | PA      | $13624713.24  | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $358355.85    | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOS Funding Ltd.                                                                 | BOS Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 635400PTLHUGAMGH6I34       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $623374.77    | 0.00%             | 2028-03-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    535000 | PA      | $557503.82    | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFAM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21167 | PA      | $20645.71     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 133                                                                                           | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    340000 | PA      | $255333.24    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd.                                                         | ENN Energy Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $802252.63    | 0.00%             | 2027-05-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1425000 | PA      | $1518450.35   | 0.00%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1250000 | PA      | $1013620.96   | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    849000 | PA      | $562280.11    | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | Teachers Insurance & Annuity Association of America                                                                           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1480988.81   | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: N/A<br>LEI: 549300XXMOJSIW8P4769       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203687.15    | 0.00%             | 2030-05-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2022-BNK44, Class AS                                                                                             | CUSIP: 06540KAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5400000 | PA      | $5562146.14   | 0.02%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1188523.18   | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   2400000 | PA      | $2498033.68   | 0.01%             | 2028-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Industrial Bank Co. Ltd.                                                         | Industrial Bank Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3003007Y03W5HH1MXR96       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $600182.07    | 0.00%             | 2027-08-14      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                 | Marriott Ownership Resorts, Inc.                                                                                              | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    375000 | PA      | $369709.22    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series B                                                                                       | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    561000 | PA      | $430051.17    | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    790000 | PA      | $835454.69    | 0.00%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCS6<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    680000 | PA      | $697444.41    | 0.00%             | 2028-05-30      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    385000 | PA      | $401310.84    | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $224311.89    | 0.00%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43714000 | PA      | $30859351.88  | 0.09%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55792000 | PA      | $40919945.00  | 0.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    755000 | PA      | $764999.39    | 0.00%             | 2027-03-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| W&T Offshore, Inc.                                                               | W&T Offshore, Inc.                                                                                                            | CUSIP: 92922PAN6<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276639.46    | 0.00%             | 2029-02-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BR4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    964000 | PA      | $642881.60    | 0.00%             | 2051-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1670000 | PA      | $1447664.02   | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38265000 | PA      | $36378655.08  | 0.10%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    910000 | PA      | $942904.11    | 0.00%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    685000 | PA      | $714041.29    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBQ9<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $515911.36    | 0.00%             | 2035-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $875833.97    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    550000 | PA      | $344292.40    | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15569044 | PA      | $13297265.92  | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1900000 | PA      | $1883865.52   | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1704529.04   | 0.00%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    678000 | PA      | $675649.29    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    967000 | PA      | $957424.17    | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20362 | PA      | $19903.53     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |    470000 | PA      | $441377.22    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2800000 | PA      | $2649607.76   | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606506 | PA      | $631406.61    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    875000 | PA      | $863850.40    | 0.00%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12288488 | PA      | $10053700.66  | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    834000 | PA      | $542493.95    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co. Ltd. (The)                                           | Dai-ichi Life Insurance Co. Ltd. (The)                                                                                        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1035875.39   | 0.00%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    639000 | PA      | $590140.17    | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2024-3, Class A                                                          | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1360000 | PA      | $1377519.31   | 0.00%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                                                                       | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351313.16    | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                            | Kaiser Aluminum Corp.                                                                                                         | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252101.55    | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DP5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8247719 | PA      | $8285966.01   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247056.17    | 0.00%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust, Series 2024-2, Class C                                                                          | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $453438.37    | 0.00%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    190000 | PA      | $113931.19    | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    557000 | PA      | $554400.43    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                               | Getty Images, Inc.                                                                                                            | CUSIP: 374276AP8<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281144.78    | 0.00%             | 2028-03-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: —       |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501120.16    | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2219101.62   | 0.01%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    530000 | PA      | $412360.96    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2196286 | PA      | $2258839.78   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    560000 | PA      | $453465.40    | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V13, Class A2                                                                           | CUSIP: 08164AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3054965.09   | 0.01%             | 2058-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2258000 | PA      | $1444630.30   | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1339233.15   | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329QYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1635685 | PA      | $1534543.34   | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1922000 | PA      | $2152842.36   | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    448000 | PA      | $404024.64    | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    326000 | PA      | $280094.36    | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1077869.44   | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    910000 | PA      | $930792.95    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp.                                              | Maryland Economic Development Corp., Series 2024                                                                              | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    180000 | PA      | $180505.78    | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1032490.19   | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $807695.68    | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1005000 | PA      | $1033174.97   | 0.00%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    615000 | PA      | $641550.67    | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    800000 | PA      | $868828.59    | 0.00%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413479 | PA      | $375713.32    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPRL International Singapore Pte. Ltd.                                           | BPRL International Singapore Pte. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 875500AQ853IMLV4TX18       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200064.41    | 0.00%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    495000 | PA      | $468928.74    | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBE4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573218.18    | 0.00%             | 2028-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1034148.61   | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1245000 | PA      | $1246374.07   | 0.00%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                                 | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   1130000 | PA      | $1138663.03   | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    895000 | PA      | $881516.47    | 0.00%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    443000 | PA      | $437381.81    | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $224857.30    | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    868000 | PA      | $872064.69    | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7UL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26191 | PA      | $25228.72     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6240275 | PA      | $5366116.17   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                                 | Turkiye Varlik Fonu Yonetimi A/S                                                                                              | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $415996.82    | 0.00%             | 2035-09-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    868589 | PA      | $1027630.93   | 0.00%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $800965.97    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1383755.45   | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343226.46    | 0.00%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1094746.92   | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105HAG5<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $408437.06    | 0.00%             | 2028-08-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    779000 | PA      | $770588.68    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EI Sukuk Co. Ltd.                                                                | EI Sukuk Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300IIDFP0RTSSG071       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $814465.46    | 0.00%             | 2030-03-25      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1334836.64   | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2353405.77   | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | Orlando Health Obligated Group                                                                                                | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $178958.44    | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    278000 | PA      | $288987.04    | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1154863.58   | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252726.77    | 0.00%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0KV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2831136 | PA      | $2840046.61   | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    607000 | PA      | $589566.49    | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CXC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16285 | PA      | $16577.33     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |   2000000 | PA      | $1763164.73   | 0.01%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $520272.69    | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    773000 | PA      | $757307.48    | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                                  | Promigas SA ESP                                                                                                               | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |    400000 | PA      | $375602.56    | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3000000 | PA      | $3188339.40   | 0.01%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    835000 | PA      | $836575.51    | 0.00%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    405000 | PA      | $414851.62    | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559400.20    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    945000 | PA      | $961943.50    | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACJ4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    760000 | PA      | $795097.71    | 0.00%             | 2030-06-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H6BQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181792 | PA      | $170243.72    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series A                                                                                               | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93676.92     | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QT3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4081010 | PA      | $4188918.29   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Invesco Finance plc                                                              | Invesco Finance plc                                                                                                           | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $449034.08    | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1280000 | PA      | $1313711.05   | 0.00%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252830.29    | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    705000 | PA      | $700966.72    | 0.00%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    490000 | PA      | $489895.91    | 0.00%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH Equipment Trust, Series 2025-B, Class A3                                                                                  | CUSIP: 12675EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503341.77    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | Johns Hopkins University, Series A                                                                                            | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424221.70    | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJ6C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3173 | PA      | $3067.75      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    810000 | PA      | $832976.59    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                     | Arcosa, Inc.                                                                                                                  | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    399000 | PA      | $391689.11    | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1468238.42   | 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        |    533000 | PA      | $540997.75    | 0.00%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1027773.27   | 0.00%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    368000 | PA      | $372628.94    | 0.00%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BAL2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $423878.07    | 0.00%             | 2036-10-24      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    910000 | PA      | $688908.50    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1667615.94   | 0.00%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    540000 | PA      | $537194.19    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series D                                                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268092.94    | 0.00%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2301441.10   | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Commercial Bank of Dubai PSC                                                     | Commercial Bank of Dubai PSC                                                                                                  | CUSIP: N/A<br>LEI: 2138002DQL2YD4S8HE87       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $814740.09    | 0.00%             | 2028-06-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282738.20    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                    | Nordson Corp.                                                                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    415000 | PA      | $438528.23    | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26163400 | PA      | $18101802.38  | 0.05%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    662000 | PA      | $539265.50    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1653277.01   | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2080000 | PA      | $2045606.17   | 0.01%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    650000 | PA      | $674604.11    | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    550000 | PA      | $537154.28    | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566765.04    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1394305.07   | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K110, Class A2                      | CUSIP: 3137FTZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660000 | PA      | $598656.39    | 0.00%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: 65540KAJ4<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200848.93    | 0.00%             | 2027-07-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $938867.05    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38307000 | PA      | $38672113.59  | 0.11%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1323296.78   | 0.00%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1083986.88   | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1614850.47   | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330618.23    | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                         | IPALCO Enterprises, Inc.                                                                                                      | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290620.78    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    465000 | PA      | $484675.17    | 0.00%             | 2035-01-23      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    855000 | PA      | $825278.89    | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Constellation Oil Services Holding SA                                            | Constellation Oil Services Holding SA                                                                                         | CUSIP: N/A<br>LEI: 5493005YJTU769NW5I10       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $626364.38    | 0.00%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    890000 | PA      | $911719.76    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 06-B                                                                        | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    420000 | PA      | $456982.33    | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    799000 | PA      | $795937.11    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1758643.24   | 0.01%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                                             | MSD Investment Corp.                                                                                                          | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149255.70    | 0.00%             | 2031-02-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CNAC HK Finbridge Co. Ltd.                                                       | CNAC HK Finbridge Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $790407.18    | 0.00%             | 2029-06-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 5493000XJLJ6C4T0PG82       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $615284.45    | 0.00%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                                  | Mirae Asset Securities Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200148.83    | 0.00%             | 2028-10-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3994318 | PA      | $3430728.13   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                              | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    590000 | PA      | $612078.96    | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    590000 | PA      | $406914.21    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    725000 | PA      | $735278.26    | 0.00%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373822.12    | 0.00%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37798000 | PA      | $18526925.94  | 0.05%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    802000 | PA      | $680101.15    | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y5DG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1617513 | PA      | $1594966.45   | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2338266.36   | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    830000 | PA      | $839077.19    | 0.00%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    417000 | PA      | $321529.98    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                  | Meiji Yasuda Life Insurance Co.                                                                                               | CUSIP: 585270AC5<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $60680.39     | 0.00%             | 2048-04-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2051000 | PA      | $1476989.34   | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1355000 | PA      | $1353342.42   | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                               | Digicel International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1867712.24   | 0.01%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1579935.27   | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1100000 | PA      | $1250457.48   | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    525000 | PA      | $498154.18    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    502000 | PA      | $450806.74    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    885000 | PA      | $615674.75    | 0.00%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2285853.96   | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210398.94    | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                                | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $544360.48    | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $608945.66    | 0.00%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1020000 | PA      | $1050454.04   | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    935000 | PA      | $914444.66    | 0.00%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2530778 | PA      | $2345620.44   | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1386569.39   | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $982094.58    | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    565000 | PA      | $605815.77    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256704.34    | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    748000 | PA      | $610927.76    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92890HAD4<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    394000 | PA      | $339498.78    | 0.00%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                               | Anheuser-Busch InBev Finance, Inc.                                                                                            | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1725793.39   | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C39, Class A5                                                                               | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1857636.97   | 0.01%             | 2058-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ruwais Power Co. PJSC                                                            | Ruwais Power Co. PJSC                                                                                                         | CUSIP: N/A<br>LEI: 635400CH1S8AGGXHLZ09       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $850448.59    | 0.00%             | 2036-08-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1593000 | PA      | $1629503.38   | 0.00%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $705514.57    | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    568000 | PA      | $435223.23    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    908000 | PA      | $905277.51    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Talent Yield International Ltd.                                                  | Talent Yield International Ltd.                                                                                               | CUSIP: N/A<br>LEI: 2549002XKO8XBAXUDO24       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $564182.33    | 0.00%             | 2031-05-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    978000 | PA      | $932044.49    | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132M7RC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8215 | PA      | $8038.65      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $399639.11    | 0.00%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1028000 | PA      | $999040.95    | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   1800000 | PA      | $1793058.81   | 0.01%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                              | Aethon United BR LP                                                                                                           | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1152974.91   | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    840000 | PA      | $739894.30    | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co., Series B                                                                                                     | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    885000 | PA      | $890166.85    | 0.00%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705027.66    | 0.00%             | 2027-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Brand Industrial Services, Inc.                                                  | Brand Industrial Services, Inc.                                                                                               | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1330301.22   | 0.00%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Hutama Karya Persero PT                                                          | Hutama Karya Persero PT                                                                                                       | CUSIP: N/A<br>LEI: 2549009QN3GU8QCI7Q61       | Long             | DBT              | NUSS              | ID        |    650000 | PA      | $625157.75    | 0.00%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    605000 | PA      | $573730.55    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3577000 | PA      | $3263249.51   | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    420000 | PA      | $374150.12    | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1326900.99   | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QNU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3905009 | PA      | $3656951.10   | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $924636.48    | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2795236 | PA      | $2827411.86   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $618577.63    | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    735000 | PA      | $726345.05    | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                                                   | MTR Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | NUSS              | HK        |   1000000 | PA      | $1040532.82   | 0.00%             | 2035-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2421000 | PA      | $1439212.92   | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2016-2, Class AA                                                                 | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480459 | PA      | $469209.81    | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    520000 | PA      | $511378.88    | 0.00%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1087794.70   | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                              | Japan Tobacco, Inc.                                                                                                           | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $305705.61    | 0.00%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1446442.53   | 0.00%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3TD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4330791 | PA      | $4163631.08   | 0.01%             | 2040-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                              | American Transmission Systems, Inc.                                                                                           | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $502819.48    | 0.00%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    935000 | PA      | $951584.60    | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    838000 | PA      | $689375.42    | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2679249.84   | 0.01%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    955000 | PA      | $869243.08    | 0.00%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1850000 | PA      | $2157353.26   | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Chile Electricity PEC SpA                                                        | Chile Electricity PEC SpA                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CL        |    296106 | PA      | $267990.35    | 0.00%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank Muscat SAOG                                                                 | Bank Muscat SAOG                                                                                                              | CUSIP: N/A<br>LEI: 549300HC6W6OEXV7SY67       | Long             | DBT              | CORP              | OM        |    600000 | PA      | $598751.03    | 0.00%             | 2030-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1035419.37   | 0.00%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    610000 | PA      | $623556.23    | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    475000 | PA      | $516669.40    | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| St. Marys Cement, Inc.                                                           | St. Marys Cement, Inc.                                                                                                        | CUSIP: N/A<br>LEI: 5493009981WBHS86CJ89       | Long             | DBT              | CORP              | CA        |    400000 | PA      | $412880.19    | 0.00%             | 2034-04-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    870000 | PA      | $901648.60    | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    778000 | PA      | $538689.95    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    775000 | PA      | $782355.84    | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Movida Europe SA                                                                 | Movida Europe SA                                                                                                              | CUSIP: N/A<br>LEI: 549300YRJE0V6QKU7C86       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $385770.15    | 0.00%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: —       |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    490000 | PA      | $502047.47    | 0.00%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335ANR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30817 | PA      | $30931.44     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell, Inc.                                                                       | Dell, Inc.                                                                                                                    | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    415000 | PA      | $442907.87    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1747977 | PA      | $1587634.16   | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1345392.91   | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                                  | Western-Southern Global Funding                                                                                               | CUSIP: 95954A2D4<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275522.16    | 0.00%             | 2029-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $404512.48    | 0.00%             | 2054-04-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $418605.49    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    390000 | PA      | $377854.77    | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    545000 | PA      | $516733.71    | 0.00%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18348643 | PA      | $16312922.15  | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    805000 | PA      | $887229.84    | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    542000 | PA      | $466042.48    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                             | Sprint Capital Corp.                                                                                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2640041.03   | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    498000 | PA      | $361531.78    | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    697000 | PA      | $608348.74    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269483.58    | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                                                   | Tennessee Gas Pipeline Co. LLC                                                                                                | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $296925.69    | 0.00%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUM86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20360752 | PA      | $20715384.64  | 0.06%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77953000 | PA      | $43422257.03  | 0.12%             | 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        |    535000 | PA      | $557313.48    | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Dubai DOF Sukuk Ltd.                                                             | Dubai DOF Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300FL2U4Z16IJI576       | Long             | DBT              | NUSS              | KY        |   1500000 | PA      | $1411704.60   | 0.00%             | 2030-09-09      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    540000 | PA      | $381561.88    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Pluspetrol SA                                                                    | Pluspetrol SA                                                                                                                 | CUSIP: N/A<br>LEI: 254900QSCHBUBX6J6H71       | Long             | DBT              | CORP              | AR        |    600000 | PA      | $616721.82    | 0.00%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18066047 | PA      | $16824493.46  | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                        | Dream Finders Homes, Inc.                                                                                                     | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $364400.55    | 0.00%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    690000 | PA      | $602601.87    | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   3500000 | PA      | $2876983.67   | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10195390 | PA      | $10492699.59  | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1040905.79   | 0.00%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1197846.93   | 0.00%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Santa Fe                                                             | Province of Santa Fe                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |    800000 | PA      | $781368.90    | 0.00%             | 2034-12-11      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1800000 | PA      | $1793059.17   | 0.01%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C28, Class A3                                                                               | CUSIP: 07336WAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1037856.22   | 0.00%             | 2057-09-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                                        | KBR, Inc.                                                                                                                     | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271626.90    | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167AZ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    530000 | PA      | $561624.39    | 0.00%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    515000 | PA      | $516367.72    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACP0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    686000 | PA      | $731944.24    | 0.00%             | 2030-09-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369890.29    | 0.00%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $771034.62    | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3410519 | PA      | $3256147.94   | 0.01%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    775000 | PA      | $747399.32    | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F052623<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -5975000 | PA      | $-6058115.30  | -0.02%            | 2056-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308456.75    | 0.00%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    751000 | PA      | $639841.82    | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Hanover Insurance Group, Inc. (The)                                              | Hanover Insurance Group, Inc. (The)                                                                                           | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    670000 | PA      | $611954.34    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMVZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93141 | PA      | $90145.44     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295251.94    | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    730000 | PA      | $762831.81    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $195405.25    | 0.00%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73838000 | PA      | $40645511.56  | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    505000 | PA      | $497702.61    | 0.00%             | 2033-09-30      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunny Express Enterprises Corp.                                                  | Sunny Express Enterprises Corp.                                                                                               | CUSIP: N/A<br>LEI: 254900RHBSC69QS5NZ68       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $593185.99    | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $744334.70    | 0.00%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18339.44     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1551478.71   | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1700000 | PA      | $1733863.68   | 0.00%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328920 | PA      | $318782.65    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | Texas Eastern Transmission LP                                                                                                 | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    560000 | PA      | $628402.76    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                                                                | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    720000 | PA      | $745565.04    | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1505267.90   | 0.00%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |   2200000 | PA      | $2383299.38   | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                                                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    776000 | PA      | $480946.71    | 0.00%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    620000 | PA      | $646892.28    | 0.00%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC, Series E                                                                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    627000 | PA      | $624620.72    | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co. Pjsc Masdar                                          | Abu Dhabi Future Energy Co. PJSC Masdar                                                                                       | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $405027.81    | 0.00%             | 2030-05-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                                  | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    880000 | PA      | $899244.19    | 0.00%             | 2030-11-05      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TBZ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400587.91    | 0.00%             | 2035-08-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1053411.76   | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP Moller - Maersk A/S                                                                                                        | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    900000 | PA      | $958161.70    | 0.00%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                         | Windsor Holdings III LLC                                                                                                      | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    835000 | PA      | $880632.95    | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    444000 | PA      | $412273.21    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                               | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292940.55    | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                                           | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    655000 | PA      | $667184.09    | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1975000 | PA      | $2133515.57   | 0.01%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                         | Endo Finance Holdings LP                                                                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1064890.70   | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    460000 | PA      | $445071.05    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356015.15    | 0.00%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                              | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    669000 | PA      | $673395.83    | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12221712 | PA      | $12699609.56  | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1306347.46   | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    520000 | PA      | $537079.59    | 0.00%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1640485.52   | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1751000 | PA      | $1690904.98   | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1624460.72   | 0.00%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $460676.29    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alpek SAB de CV                                                                  | Alpek SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $512474.30    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3281733.85   | 0.01%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92358 | PA      | $92853.94     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8325081 | PA      | $6807521.80   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $1010048.38   | 0.00%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                       | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $607021.75    | 0.00%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245369.11    | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1028889.33   | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System Obligated Group                                        | Baptist Healthcare System Obligated Group, Series 20B                                                                         | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $317133.64    | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    457000 | PA      | $416661.17    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    495000 | PA      | $459035.25    | 0.00%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2952124.93   | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392599.88    | 0.00%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1437177.56   | 0.00%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400697 | PA      | $387983.82    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    740000 | PA      | $727112.69    | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                                                              | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $937754.77    | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    820000 | PA      | $820192.18    | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1270090.07   | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAF4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $564305.21    | 0.00%             | 2030-01-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $151145.68    | 0.00%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2204797 | PA      | $2309193.73   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1036527.25   | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    800000 | PA      | $735159.52    | 0.00%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of East Asia Ltd. (The)                                                     | Bank of East Asia Ltd. (The)                                                                                                  | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |    750000 | PA      | $790845.64    | 0.00%             | 2034-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1319416.80   | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   5125000 | PA      | $5132737.23   | 0.01%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $531700.72    | 0.00%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    530000 | PA      | $475771.93    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAA2<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1000000 | PA      | $892566.81    | 0.00%             | 2031-02-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                               | Tutor Perini Corp.                                                                                                            | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    415000 | PA      | $457952.22    | 0.00%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    755000 | PA      | $765064.14    | 0.00%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    846000 | PA      | $817334.54    | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309213.01    | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                               | Tractor Supply Co.                                                                                                            | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    715000 | PA      | $634985.99    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1600853.49   | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    490000 | PA      | $478631.49    | 0.00%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co., Series M                                                                                     | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    795000 | PA      | $794996.56    | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1675000 | PA      | $1672868.95   | 0.00%             | 2029-12-23      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECF0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    945000 | PA      | $965565.23    | 0.00%             | 2033-08-11      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    522000 | PA      | $431592.52    | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3900000 | PA      | $2863441.97   | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1876157.34   | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1149629.69   | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    800000 | PA      | $769820.77    | 0.00%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8081718.75   | 0.02%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                                | Weekley Homes LLC                                                                                                             | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433404.63    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2278429.80   | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207288 | PA      | $203444.66    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                               | Best Buy Co., Inc.                                                                                                            | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    905000 | PA      | $814040.55    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    641000 | PA      | $528078.37    | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.                                    | Merlin Entertainments Group US Holdings, Inc.                                                                                 | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    515000 | PA      | $435881.72    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    757000 | PA      | $722874.90    | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority, Series 2018A                                                                                | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $555866.96    | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1780000 | PA      | $1848950.68   | 0.01%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15281816 | PA      | $13042258.32  | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    405000 | PA      | $369677.13    | 0.00%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp., Series R                                                                                              | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275349.40    | 0.00%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    620000 | PA      | $457915.76    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avista Corp.                                                                     | Avista Corp.                                                                                                                  | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    555000 | PA      | $419433.12    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64271.83     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |   1000000 | PA      | $664279.00    | 0.00%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    562000 | PA      | $563042.96    | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                                | Alumina Pty. Ltd.                                                                                                             | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    295000 | PA      | $304151.68    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC, Inc.                                                          | Goldman Sachs BDC, Inc.                                                                                                       | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249542.70    | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    655000 | PA      | $688278.57    | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1110000 | PA      | $1093097.59   | 0.00%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    588000 | PA      | $472602.14    | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    851000 | PA      | $848979.22    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    115000 | PA      | $73169.50     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $212145.18    | 0.00%             | 2037-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    735000 | PA      | $756397.19    | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    860000 | PA      | $647999.14    | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B18, Class A5                                                                           | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2608000 | PA      | $2326214.15   | 0.01%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    695000 | PA      | $699794.33    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAD0<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400846.79    | 0.00%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2015AQ                                                                                       | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1445000 | PA      | $1170815.68   | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222852.05    | 0.00%             | 2035-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 5                                             | Saudi Electricity Global Sukuk Co. 5                                                                                          | CUSIP: N/A<br>LEI: 549300WDKWTRF2HVF283       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1091248.27   | 0.00%             | 2030-09-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                                | GrafTech Global Enterprises, Inc.                                                                                             | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $382619.99    | 0.00%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1961544.37   | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4111933 | PA      | $3530660.98   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNWS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3120932 | PA      | $2918649.02   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1057279.06   | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $606114.17    | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    942736 | PA      | $852681.02    | 0.00%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1427368.33   | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Motiva Enterprises LLC                                                           | Motiva Enterprises LLC                                                                                                        | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1102719.96   | 0.00%             | 2040-01-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1465000 | PA      | $1491608.38   | 0.00%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226200.70    | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366472.45    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1297622.70   | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    590000 | PA      | $585629.80    | 0.00%             | 2028-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series B                                                                                                    | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    433000 | PA      | $319084.83    | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    307000 | PA      | $298495.35    | 0.00%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $878123.81    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   5200000 | PA      | $4289276.90   | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292342.91    | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport, Series 2010B                                                                            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $552127.49    | 0.00%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    394000 | PA      | $309779.88    | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $491405.91    | 0.00%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MyMichigan Health                                                                | MyMichigan Health, Series 2020                                                                                                | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491000 | PA      | $341423.19    | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K-165, Class A2                     | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $502001.88    | 0.00%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    904000 | PA      | $896955.69    | 0.00%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    905000 | PA      | $881649.54    | 0.00%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                       | Schlumberger Investment SA                                                                                                    | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    658000 | PA      | $620118.67    | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7RP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303235 | PA      | $293164.48    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $250125.93    | 0.00%             | 2032-01-12      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   1000000 | PA      | $1012309.24   | 0.00%             | 2028-02-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                                                           | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    415000 | PA      | $427525.13    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1026260.75   | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    940000 | PA      | $889378.32    | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1054533.59   | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    725000 | PA      | $762398.03    | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dianjian Haiyu Ltd.                                                              | Dianjian Haiyu Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 30030053J86AJARAGD28       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $401369.88    | 0.00%             | 2027-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    535000 | PA      | $535535.13    | 0.00%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EF2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $608312.29    | 0.00%             | 2029-09-11      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi A/S                                                         | Ulker Biskuvi Sanayi A/S                                                                                                      | CUSIP: N/A<br>LEI: 7890009HEU9BS7J3DA93       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $630395.53    | 0.00%             | 2031-07-08      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                           | HLF Financing SARL LLC                                                                                                        | CUSIP: 40390DAD7<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |    835000 | PA      | $897676.39    | 0.00%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Titan International, Inc.                                                        | Titan International, Inc.                                                                                                     | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426659.82    | 0.00%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    765000 | PA      | $672291.14    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | Cousins Properties LP                                                                                                         | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180446.92    | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1020495.03   | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1135000 | PA      | $1132182.93   | 0.00%             | 2027-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arabian Centres Sukuk III Ltd.                                                   | Arabian Centres Sukuk III Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900BZVZFBSA5NA163       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $831061.98    | 0.00%             | 2029-03-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6ME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535381 | PA      | $502740.40    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    583000 | PA      | $586325.55    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    435000 | PA      | $366535.97    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    601000 | PA      | $566679.04    | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEH8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $416456.76    | 0.00%             | 2030-11-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HFFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72112 | PA      | $72020.98     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                                                                        | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    599000 | PA      | $607471.05    | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    545000 | PA      | $543544.94    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BTHE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1170885 | PA      | $1230505.74   | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MTR Corp. CI Ltd.                                                                | MTR Corp. CI Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1424457.65   | 0.00%             | 2030-09-24      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | Bank of America NA                                                                                                            | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1403268.36   | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C3, Class C                                                               | CUSIP: 95004JAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512813.58    | 0.00%             | 2058-01-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200574.47    | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    952885 | PA      | $992141.12    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145807.63    | 0.00%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1110000 | PA      | $1186786.40   | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                                                          | Toyota Industries Corp.                                                                                                       | CUSIP: 892330AC5<br>LEI: 35380000WKGEAHEMW830 | Long             | DBT              | CORP              | JP        |    739000 | PA      | $729235.93    | 0.00%             | 2028-03-16      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    775000 | PA      | $767279.36    | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1592081.89   | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2107180.57   | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                                | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    670000 | PA      | $604996.22    | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                                                   | National Mentor Holdings, Inc.                                                                                                | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1105375.73   | 0.00%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $848482.59    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1046053.82   | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    665000 | PA      | $669709.57    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                                | Mitsubishi HC Finance America LLC                                                                                             | CUSIP: 606790AA1<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    585000 | PA      | $609157.05    | 0.00%             | 2033-02-28      | Fixed         | 5.66%                 | No            |                  2 | On Loan: —       |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |    800000 | PA      | $827655.23    | 0.00%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2400000 | PA      | $1920775.82   | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1409039.87   | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                   | TopBuild Corp.                                                                                                                | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454587.80    | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1044360.65   | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    384000 | PA      | $382236.38    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    370000 | PA      | $297595.35    | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Malaysia Sukuk Global Bhd.                                                       | Malaysia Sukuk Global Bhd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    750000 | PA      | $649863.89    | 0.00%             | 2046-04-27      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    513000 | PA      | $528989.91    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885182 | PA      | $856814.99    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                                  | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    550000 | PA      | $580126.62    | 0.00%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co. Ltd.                                        | China Taiping Insurance Holdings Co. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 529900C2G37NOIADYW07       | Long             | DBT              | CORP              | HK        |   1600000 | PA      | $1672301.46   | 0.00%             | 2028-03-09      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    745000 | PA      | $692754.71    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    865000 | PA      | $912254.60    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    855000 | PA      | $857312.09    | 0.00%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    683000 | PA      | $581185.80    | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                                 | Saudi Awwal Bank                                                                                                              | CUSIP: N/A<br>LEI: 558600TQS0WENZUC5190       | Long             | DBT              | CORP              | SA        |   1200000 | PA      | $1212224.73   | 0.00%             | 2035-09-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3835000 | PA      | $3889521.31   | 0.01%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13132641 | PA      | $12637927.54  | 0.04%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19900000 | PA      | $17129546.88  | 0.05%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    930000 | PA      | $923895.62    | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1353132.71   | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    495000 | PA      | $507943.87    | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    860000 | PA      | $887171.74    | 0.00%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757447.96    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $820687.54    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $50711.86     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                             | Greenko Wind Projects Mauritius Ltd.                                                                                          | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |   1000000 | PA      | $1022005.05   | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1135382 | PA      | $1098221.55   | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436543.78    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLNG Liquefaction 3 LLC                                                          | FLNG Liquefaction 3 LLC                                                                                                       | CUSIP: 30306VAA7<br>LEI: 549300ZCV52X08U6XC41 | Long             | DBT              | CORP              | US        |     87835 | PA      | $87320.20     | 0.00%             | 2039-03-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                                                  | GNL Quintero SA                                                                                                               | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |    470800 | PA      | $471316.41    | 0.00%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2050000 | PA      | $2062492.19   | 0.01%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    835000 | PA      | $855239.46    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                            | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    415000 | PA      | $429833.80    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3769000 | PA      | $3873006.91   | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $605387.11    | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1340000 | PA      | $1364904.17   | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1192939.13   | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    734000 | PA      | $835265.03    | 0.00%             | 2031-03-03      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2009F-2                                                                                       | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1209003.52   | 0.00%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2200000 | PA      | $2209656.03   | 0.01%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440858.97    | 0.00%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $363092.87    | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    836000 | PA      | $837279.17    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series C                                                                                      | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $959556.80    | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1270000 | PA      | $1157748.62   | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1079082.88   | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    553000 | PA      | $485720.74    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    645000 | PA      | $610030.30    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    899000 | PA      | $900571.46    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    610000 | PA      | $587173.03    | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58500000 | PA      | $57421406.25  | 0.16%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    495000 | PA      | $508852.80    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   9345000 | PA      | $9184315.66   | 0.03%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48308000 | PA      | $48372159.06  | 0.14%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ecobank Transnational, Inc.                                                      | Ecobank Transnational, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 213800USCE9Y111R4656       | Long             | DBT              | CORP              | TG        |    600000 | PA      | $643740.52    | 0.00%             | 2029-10-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171619.48    | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                                                                        | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    521000 | PA      | $520635.55    | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1232733.63   | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    620000 | PA      | $462427.79    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    625000 | PA      | $432403.90    | 0.00%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1119319.87   | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $5465771.62   | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1318886.00   | 0.00%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2361753.74   | 0.01%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida Project Finance LLC                                          | Duke Energy Florida Project Finance LLC, Series 2035                                                                          | CUSIP: 26444GAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $107509.08    | 0.00%             | 2036-09-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: —       |
| Amsted Industries, Inc.                                                          | Amsted Industries, Inc.                                                                                                       | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    480000 | PA      | $474915.40    | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $711005.16    | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HEXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112672 | PA      | $112111.84    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    659000 | PA      | $664366.72    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    495000 | PA      | $508351.87    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $1999654.35   | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJN38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80487 | PA      | $73773.00     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1215149 | PA      | $1003690.18   | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1106554.66   | 0.00%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KLHC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3017505 | PA      | $2448010.35   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAD6<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $419528.11    | 0.00%             | 2042-07-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Maxim Crane Works Holdings Capital LLC                                           | Maxim Crane Works Holdings Capital LLC                                                                                        | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $580393.49    | 0.00%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    670000 | PA      | $667516.30    | 0.00%             | 2031-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1457000 | PA      | $1294409.91   | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2860571 | PA      | $2647087.04   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    219000 | PA      | $200071.47    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Wakala Sukuk Bhd.                                                       | Malaysia Wakala Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 254900MRLMI21YQTK511       | Long             | DBT              | NUSS              | MY        |    750000 | PA      | $681051.00    | 0.00%             | 2031-04-28      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    245000 | PA      | $265369.84    | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $881721.66    | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    995000 | PA      | $1026284.12   | 0.00%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class A5                                                              | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3470000 | PA      | $3153977.06   | 0.01%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    930000 | PA      | $921148.26    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1815224.62   | 0.01%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1110000 | PA      | $1112801.81   | 0.00%             | 2027-01-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    806000 | PA      | $868567.51    | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $242434.73    | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard International Finance LLC                                          | Pernod Ricard International Finance LLC                                                                                       | CUSIP: 71427QAA6<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    860000 | PA      | $810402.46    | 0.00%             | 2028-04-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63188000 | PA      | $56849453.75  | 0.16%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    770000 | PA      | $789756.05    | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    955000 | PA      | $941018.35    | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580819.74    | 0.00%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $676547.06    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    475000 | PA      | $466206.34    | 0.00%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    715000 | PA      | $592636.10    | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QR61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3885100 | PA      | $3967620.21   | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co. II LLC                                                          | Ares Finance Co. II LLC                                                                                                       | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |    620000 | PA      | $588387.97    | 0.00%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                                      | Great Canadian Gaming Corp.                                                                                                   | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $548512.97    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1793690.14   | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    630000 | PA      | $648101.89    | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $2780177.61   | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2800000 | PA      | $1817522.74   | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 131                                                                                           | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    655000 | PA      | $401419.43    | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    665000 | PA      | $687591.83    | 0.00%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                                     | Twilio, Inc.                                                                                                                  | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    508000 | PA      | $480350.92    | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                          | Empower Finance 2020 LP                                                                                                       | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $522619.19    | 0.00%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1057773.96   | 0.00%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |   1135000 | PA      | $1031089.02   | 0.00%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    817000 | PA      | $822883.57    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    605000 | PA      | $551085.86    | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | Texas Health Resources                                                                                                        | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    514000 | PA      | $291682.85    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    885000 | PA      | $981397.31    | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1397538.08   | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EAY1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1094211.84   | 0.00%             | 2028-04-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crane NXT Co.                                                                    | Crane NXT Co.                                                                                                                 | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    345000 | PA      | $223659.97    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                                          | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    595000 | PA      | $609293.88    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   2000000 | PA      | $2040532.95   | 0.01%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    700000 | PA      | $724434.79    | 0.00%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                                                                       | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501044.75    | 0.00%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $603069.76    | 0.00%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    520000 | PA      | $485257.49    | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    795000 | PA      | $544528.15    | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AW4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    925000 | PA      | $873955.76    | 0.00%             | 2028-09-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB Holdings BV                                                                                                               | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    615000 | PA      | $421565.93    | 0.00%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                             | Africa Finance Corp.                                                                                                          | CUSIP: 00830YAD3<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $574855.30    | 0.00%             | 2028-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663978.75    | 0.00%             | 2035-01-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1606517.13   | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    575000 | PA      | $591337.40    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2271298.37   | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    624000 | PA      | $698364.55    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325672.64    | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    520000 | PA      | $535340.52    | 0.00%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    597000 | PA      | $408841.35    | 0.00%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $916993.56    | 0.00%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $778752.77    | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    559000 | PA      | $383836.66    | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   2766000 | PA      | $2867341.78   | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    530000 | PA      | $464357.94    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68739000 | PA      | $60554762.81  | 0.17%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4Z33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771838 | PA      | $754712.84    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                                    | Oshkosh Corp.                                                                                                                 | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    561000 | PA      | $565655.71    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2L7<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298520.80    | 0.00%             | 2030-09-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    580000 | PA      | $594516.54    | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8KV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374247 | PA      | $385370.87    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    375000 | PA      | $323773.72    | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99721 | PA      | $96982.31     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGPN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1748493 | PA      | $1631050.16   | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584042.49    | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1175000 | PA      | $1186378.28   | 0.00%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1294785.85   | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X5VE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190921 | PA      | $187430.00    | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1739918 | PA      | $1745346.94   | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    840000 | PA      | $792832.65    | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC, Inc.                                                          | Goldman Sachs BDC, Inc.                                                                                                       | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163849.54    | 0.00%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    695000 | PA      | $700730.27    | 0.00%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $646406.85    | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A4                                                              | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2120000 | PA      | $1905519.38   | 0.01%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4191331 | PA      | $3442142.35   | 0.01%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    965000 | PA      | $945224.93    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64735000 | PA      | $45031284.38  | 0.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kirby Corp.                                                                      | Kirby Corp.                                                                                                                   | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    776000 | PA      | $777728.67    | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    880000 | PA      | $820280.19    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hainan State Farms International Capital HK Co. Ltd.                             | Hainan State Farms International Capital HK Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |    400000 | PA      | $407256.23    | 0.00%             | 2027-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    495000 | PA      | $502228.75    | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AK1<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $247579.01    | 0.00%             | 2032-09-14      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484071.95    | 0.00%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1204447.44   | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1905562.54   | 0.01%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                      | Grupo Energia Bogota SA ESP                                                                                                   | CUSIP: N/A<br>LEI: 529900LG618OWYVHI655       | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $393399.95    | 0.00%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    455000 | PA      | $398653.68    | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1004705.85   | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2021-1, Class A                                                                  | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    869993 | PA      | $789982.71    | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    853000 | PA      | $860360.32    | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    860000 | PA      | $874067.91    | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |    905000 | PA      | $928384.60    | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $407833.70    | 0.00%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7924680 | PA      | $7967234.08   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                           | Stellantis Financial Services US Corp.                                                                                        | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $811125.38    | 0.00%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    625000 | PA      | $642045.76    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TNB Global Ventures Capital Bhd.                                                 | TNB Global Ventures Capital Bhd.                                                                                              | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | MY        |    800000 | PA      | $814725.46    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6163126 | PA      | $6187254.51   | 0.02%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    561000 | PA      | $421174.27    | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada, Inc.                                                       | Champion Iron Canada, Inc.                                                                                                    | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    270000 | PA      | $288932.51    | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1078369.51   | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                        | Michaels Cos., Inc. (The)                                                                                                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    860000 | PA      | $851194.67    | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $798412.42    | 0.00%             | 2027-02-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $997722.58    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BC4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1235000 | PA      | $1335750.22   | 0.00%             | 2033-01-12      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    635000 | PA      | $578535.97    | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    890000 | PA      | $951338.87    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1061840.05   | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DU6E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12707382 | PA      | $12818996.79  | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3080640 | PA      | $3040531.66   | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                                     | Suburban Propane Partners LP                                                                                                  | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    720000 | PA      | $691695.82    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    610000 | PA      | $618220.11    | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AE7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    260000 | PA      | $293183.01    | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1531336.87   | 0.00%             | 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        |   1846000 | PA      | $1208932.32   | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $349867.20    | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAE7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $661152.66    | 0.00%             | 2049-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                                         | Palomino Funding Trust I                                                                                                      | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $396548.71    | 0.00%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    447000 | PA      | $442967.35    | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14380078.13  | 0.04%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cleco Power LLC                                                                  | Cleco Power LLC                                                                                                               | CUSIP: 185508AJ7<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231046.66    | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                       | Team Health Holdings, Inc.                                                                                                    | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207443.80    | 0.00%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $807023.30    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   2050000 | PA      | $1426128.48   | 0.00%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286367.79    | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   3801000 | PA      | $3746031.61   | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    752000 | PA      | $664935.98    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                              | Shift4 Payments LLC                                                                                                           | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1412890.97   | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1065894.11   | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $228627.14    | 0.00%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5527081 | PA      | $5625427.97   | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                                       | Rio Tinto Finance USA Ltd.                                                                                                    | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    966000 | PA      | $960546.14    | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    495000 | PA      | $360474.89    | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                    | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    975000 | PA      | $972740.60    | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    660000 | PA      | $645222.72    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    365000 | PA      | $348834.24    | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   1400000 | PA      | $1415988.05   | 0.00%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1333522.54   | 0.00%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                               | Cinemark USA, Inc.                                                                                                            | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    930000 | PA      | $928982.24    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WE3W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88680 | PA      | $84150.80     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493314.50    | 0.00%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4350492 | PA      | $4573234.90   | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 192                                                                           | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    145000 | PA      | $129135.27    | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    459000 | PA      | $518989.10    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71696000 | PA      | $64481590.00  | 0.18%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1205387 | PA      | $1239719.08   | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    565000 | PA      | $471047.58    | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2245000 | PA      | $1653164.73   | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                                | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1244648.94   | 0.00%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    319000 | PA      | $319113.14    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1205000 | PA      | $1200951.24   | 0.00%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    540000 | PA      | $565780.71    | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1123398.12   | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    395000 | PA      | $416350.79    | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $346399.42    | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    435000 | PA      | $444635.77    | 0.00%             | 2028-09-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    605000 | PA      | $596633.30    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2735614.18   | 0.01%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $2048691.29   | 0.01%             | 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        |   1200000 | PA      | $1205661.22   | 0.00%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center                                                                                        | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    530000 | PA      | $510806.48    | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                                                  | WE Soda Investments Holding plc                                                                                               | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $413831.77    | 0.00%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71645WAQ4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    738000 | PA      | $752701.92    | 0.00%             | 2040-01-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K116, Class A2                      | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7091000 | PA      | $6342290.55   | 0.02%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2139000 | PA      | $1875887.83   | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    715000 | PA      | $723629.89    | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2022B                                                                                          | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    119000 | PA      | $87764.56     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                  | Regeneron Pharmaceuticals, Inc.                                                                                               | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    907000 | PA      | $554861.72    | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1249929.96   | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $635851.51    | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1592205.00   | 0.00%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    555000 | PA      | $550564.54    | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP                                                                                                   | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    685000 | PA      | $680687.83    | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5342276 | PA      | $5367167.75   | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1416533.47   | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    665000 | PA      | $689509.87    | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2248138.57   | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2012-174                                                                      | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $1933403.28   | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2018-C14, Class B                                                                       | CUSIP: 90278KBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244700.95    | 0.00%             | 2051-12-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    905000 | PA      | $918389.99    | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg SARL                                                               | FS Luxembourg SARL                                                                                                            | CUSIP: N/A<br>LEI: 222100EKR3JUJPGGOY81       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $619880.31    | 0.00%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604224.01    | 0.00%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2866659 | PA      | $2801214.77   | 0.01%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    885000 | PA      | $910521.64    | 0.00%             | 2034-11-19      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    578000 | PA      | $552658.08    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    903000 | PA      | $867727.30    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $878835.65    | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $405889.06    | 0.00%             | 2028-02-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | Oklahoma Development Finance Authority, Series 2022                                                                           | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    400000 | PA      | $378912.18    | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1928330.87   | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    823000 | PA      | $630127.95    | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II SARL                                                | Chile Electricity Lux MPC II SARL                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |    582523 | PA      | $600921.90    | 0.00%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                                      | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    345000 | PA      | $232532.11    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| China Resources Land Ltd.                                                        | China Resources Land Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198068.01    | 0.00%             | 2029-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2206000 | PA      | $2109302.69   | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124802.23    | 0.00%             | 2035-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    828000 | PA      | $747679.75    | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1800000 | PA      | $1559528.84   | 0.00%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    704000 | PA      | $728380.06    | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | San Diego County Water Authority, Series 2010B                                                                                | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259770.01    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: —       |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    480000 | PA      | $276695.32    | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2020                                                                                       | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    558000 | PA      | $364796.83    | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   5800000 | PA      | $5631288.90   | 0.02%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    368000 | PA      | $305572.58    | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    935000 | PA      | $949349.73    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QSG36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24799 | PA      | $24104.69     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1040000 | PA      | $991156.45    | 0.00%             | 2028-07-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757120.22    | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    555563 | PA      | $475492.14    | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F8SP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77271 | PA      | $72565.02     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    815000 | PA      | $742915.15    | 0.00%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    970000 | PA      | $946765.45    | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAA8<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $965023.40    | 0.00%             | 2031-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series R                                                                                                    | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    560000 | PA      | $628363.55    | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2522053.12   | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1184161.82   | 0.00%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    704000 | PA      | $692934.00    | 0.00%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1602693.88   | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Security Bank Corp.                                                              | Security Bank Corp.                                                                                                           | CUSIP: N/A<br>LEI: 549300JSVDZIR2CPTP95       | Long             | DBT              | CORP              | PH        |    400000 | PA      | $415642.76    | 0.00%             | 2029-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    856000 | PA      | $828068.39    | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $598078.73    | 0.00%             | 2030-11-19      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421699.05    | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    430000 | PA      | $385392.95    | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HKT Capital No. 5 Ltd.                                                           | HKT Capital No. 5 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900PW2WQ2W5M9NA17       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $388299.10    | 0.00%             | 2029-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $481595.95    | 0.00%             | 2028-02-07      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    695000 | PA      | $565532.66    | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                               | CUSIP: 65558RAG4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    490000 | PA      | $496431.62    | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41618 | PA      | $39110.32     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    670000 | PA      | $676436.54    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150481.71    | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1141765.47   | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    650000 | PA      | $623947.39    | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33647500 | PA      | $24825546.09  | 0.07%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    505000 | PA      | $505961.28    | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                  | Oceaneering International, Inc.                                                                                               | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375857.25    | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| SP Group Treasury Pte. Ltd.                                                      | SP Group Treasury Pte. Ltd.                                                                                                   | CUSIP: 84612MAA3<br>LEI: 6354004HB4CUEDLMXY86 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $491657.10    | 0.00%             | 2029-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    857000 | PA      | $889845.41    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 09-C                                                                        | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459980.55    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2L5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $797414.43    | 0.00%             | 2037-01-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $89643.77     | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $356841.97    | 0.00%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    745000 | PA      | $581985.86    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rizal Commercial Banking Corp.                                                   | Rizal Commercial Banking Corp.                                                                                                | CUSIP: N/A<br>LEI: CIKZWI6KV077KV2E2J69       | Long             | DBT              | CORP              | PH        |    600000 | PA      | $618925.25    | 0.00%             | 2029-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2352667.66   | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1600000 | PA      | $1501607.63   | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    457000 | PA      | $352666.19    | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   6024000 | PA      | $6066109.36   | 0.02%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $311853.85    | 0.00%             | 2049-11-12      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    710000 | PA      | $730979.78    | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378974.75    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $17275781.25  | 0.05%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                     | Hexcel Corp.                                                                                                                  | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38922.62     | 0.00%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBD4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $651755.48    | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    575000 | PA      | $502381.61    | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30730000 | PA      | $30050578.91  | 0.09%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | County of Miami-Dade Seaport Department, Series 2023                                                                          | CUSIP: 59335KFS1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    170000 | PA      | $175390.20    | 0.00%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   3496000 | PA      | $3405289.48   | 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        |    910000 | PA      | $932507.98    | 0.00%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    615000 | PA      | $634679.91    | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1021187.95   | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    490000 | PA      | $494504.44    | 0.00%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7076288 | PA      | $7268167.59   | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | 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        |    477000 | PA      | $503300.66    | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2016-C7, Class AS                                                                     | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490487.66    | 0.00%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20158522 | PA      | $20510264.85  | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    916000 | PA      | $941459.60    | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1089432 | PA      | $1073373.58   | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3674599 | PA      | $3494733.17   | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5847302 | PA      | $4793903.33   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAP1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $933606.95    | 0.00%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    595000 | PA      | $627887.67    | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $996966.77    | 0.00%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    314000 | PA      | $263616.68    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $918970.70    | 0.00%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GUPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6042458 | PA      | $6267111.45   | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $731417.91    | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1956516.77   | 0.01%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1869411.98   | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                                     | Yinson Boronia Production BV                                                                                                  | CUSIP: N/A<br>LEI: 5493007X12FTT746N678       | Long             | DBT              | CORP              | NL        |    981090 | PA      | $1089148.82   | 0.00%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    505000 | PA      | $526756.75    | 0.00%             | 2039-07-21      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1300015.40   | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                         | Memorial Health Services                                                                                                      | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    419000 | PA      | $300604.75    | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1479832.14   | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    515000 | PA      | $488687.12    | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1247924.58   | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                    | DP World Ltd.                                                                                                                 | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |   1720000 | PA      | $1915365.68   | 0.01%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K528, Class A2                      | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2034358.82   | 0.01%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    911000 | PA      | $593840.93    | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                                   | SRC Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |   1000000 | PA      | $1010587.87   | 0.00%             | 2028-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                      | Saks Global Enterprises LLC                                                                                                   | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |   1927330 | PA      | $2104.85      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    785000 | PA      | $752428.42    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    820000 | PA      | $742417.53    | 0.00%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2851000 | PA      | $2395344.20   | 0.01%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                          | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    950000 | PA      | $958903.14    | 0.00%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370603.50    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Export Finance & Insurance Corp.                                                 | Export Finance & Insurance Corp.                                                                                              | CUSIP: 30220EAC4<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |    435000 | PA      | $436150.17    | 0.00%             | 2029-10-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    712000 | PA      | $644034.81    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2400000 | PA      | $2162738.61   | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    795000 | PA      | $777736.53    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Urban One, Inc.                                                                  | Urban One, Inc.                                                                                                               | CUSIP: 91705JAD7<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    263000 | PA      | $118165.92    | 0.00%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    485000 | PA      | $438660.92    | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |   1600000 | PA      | $1582720.38   | 0.00%             | 2034-02-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    730000 | PA      | $575958.21    | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | Pennsylvania Economic Development Financing Authority, Series 2025                                                            | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $594035.05    | 0.00%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $726419.70    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    635000 | PA      | $594622.91    | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                       | Pacific Life Insurance Co.                                                                                                    | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    884000 | PA      | $710118.48    | 0.00%             | 2067-10-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681LAK6<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $576845.71    | 0.00%             | 2029-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $851130.85    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1698624 | PA      | $1636029.23   | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    898000 | PA      | $823978.39    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1116499.56   | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    675000 | PA      | $685764.16    | 0.00%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                  | Affiliated Managers Group, Inc.                                                                                               | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    530000 | PA      | $505368.97    | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    416000 | PA      | $365905.48    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $248237.08    | 0.00%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    753000 | PA      | $745699.54    | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    915000 | PA      | $668149.54    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    595000 | PA      | $622625.86    | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9394142 | PA      | $8785260.85   | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    855000 | PA      | $902124.01    | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                                | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    645000 | PA      | $519483.45    | 0.00%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    660000 | PA      | $556806.06    | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| StoneMor, Inc.                                                                   | StoneMor, Inc.                                                                                                                | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $391962.19    | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140500.45    | 0.00%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNCX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3166786 | PA      | $3296799.62   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1640000 | PA      | $1519266.87   | 0.00%             | 2036-02-18      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11900166 | PA      | $12213262.78  | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327TAC5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $641105.54    | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc., Series 10                                                                                             | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    540000 | PA      | $554524.55    | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | Texas Eastern Transmission LP                                                                                                 | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    224000 | PA      | $221484.13    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAM2<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    800000 | PA      | $785286.88    | 0.00%             | 2033-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chengdu Communications Investment Group Co. Ltd.                                 | Chengdu Communications Investment Group Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493004CBNAV0VR4W243       | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $204442.60    | 0.00%             | 2029-11-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    750000 | PA      | $785288.91    | 0.00%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2415846.25   | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385106 | PA      | $362174.33    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    435000 | PA      | $444375.85    | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                                      | CH Robinson Worldwide, Inc.                                                                                                   | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    540000 | PA      | $540978.74    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2000365.05   | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1065967.99   | 0.00%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                                | LCPR Senior Secured Financing DAC                                                                                             | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    840000 | PA      | $563310.27    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312132.87    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    875000 | PA      | $730900.00    | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1800000 | PA      | $1984400.50   | 0.01%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    710000 | PA      | $731530.62    | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    750000 | PA      | $530995.94    | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems Finance, Inc.                                                        | BAE Systems Finance, Inc.                                                                                                     | CUSIP: 11041RAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $686762.66    | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1347167.97   | 0.00%             | 2035-09-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W4E78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3291446 | PA      | $3361710.79   | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    675000 | PA      | $706478.31    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    710000 | PA      | $581065.49    | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE Peet's NV                                                                                                                 | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    710000 | PA      | $618341.64    | 0.00%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1606734.32   | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                                                                     | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268265.62    | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    594000 | PA      | $663192.50    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $990668.63    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    595000 | PA      | $605138.06    | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    913000 | PA      | $910188.79    | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    775000 | PA      | $705363.79    | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $268884.23    | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    510000 | PA      | $527644.76    | 0.00%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6308865 | PA      | $5920008.51   | 0.02%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    435000 | PA      | $449765.42    | 0.00%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    512000 | PA      | $352060.03    | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $697941.03    | 0.00%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    815000 | PA      | $824807.34    | 0.00%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp.                                                               | NorthWestern Corp.                                                                                                            | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    595000 | PA      | $492786.08    | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $649507.93    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J6C21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128934 | PA      | $126854.73    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793000 | PA      | $653198.30    | 0.00%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                     | Coca-Cola Consolidated, Inc.                                                                                                  | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    530000 | PA      | $552138.54    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | Keybank National Association                                                                                                  | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698343.92    | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4795771.81   | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $416954.46    | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    965000 | PA      | $983595.57    | 0.00%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $564720.44    | 0.00%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509868.49    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                          | Empower Finance 2020 LP                                                                                                       | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $551734.17    | 0.00%             | 2027-09-17      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Deyang Development Holdings Group Co. Ltd.                                       | Deyang Development Holdings Group Co. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 300300RQ4JOC8N58KD55       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $199445.76    | 0.00%             | 2028-10-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    465000 | PA      | $461597.45    | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504266.77    | 0.00%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AF                                                                            | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    705000 | PA      | $495196.45    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    940000 | PA      | $957072.01    | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1372769.96   | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                                                              | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309068.23    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    640000 | PA      | $662733.36    | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   3690000 | PA      | $3616344.70   | 0.01%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WHVR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8061 | PA      | $7578.35      | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFL2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131256.70    | 0.00%             | 2027-12-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | Healthcare Realty Holdings LP                                                                                                 | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427737.69    | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309063.98    | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                           | BP Capital Markets plc                                                                                                        | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1518000 | PA      | $1507197.54   | 0.00%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                                                                  | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    260000 | PA      | $311726.15    | 0.00%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    625000 | PA      | $458684.53    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    780000 | PA      | $781126.20    | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $980084.01    | 0.00%             | 2027-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | Capital One NA                                                                                                                | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    809000 | PA      | $819987.93    | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1438637.03   | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1158446.18   | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196AU6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    915000 | PA      | $1084783.66   | 0.00%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2200000 | PA      | $2259981.95   | 0.01%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2870000 | PA      | $2892396.11   | 0.01%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $693997.42    | 0.00%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7171 | PA      | $7079.96      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co.                                                            | Liberty Utilities Co.                                                                                                         | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $360500.19    | 0.00%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1047663.26   | 0.00%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    581000 | PA      | $491376.93    | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WDA4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298213.39    | 0.00%             | 2033-01-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2736617.59   | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332883 | PA      | $302478.30    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1110000 | PA      | $1123735.66   | 0.00%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    950000 | PA      | $904758.29    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351419.10    | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $418636.87    | 0.00%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132J86M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13535 | PA      | $12918.63     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    880000 | PA      | $878051.08    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    493000 | PA      | $352835.30    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    805000 | PA      | $819788.90    | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   2891000 | PA      | $2935067.20   | 0.01%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1395000 | PA      | $1266945.24   | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| BAT International Finance plc                                                    | BAT International Finance plc                                                                                                 | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    976000 | PA      | $983828.83    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAF9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    465000 | PA      | $476175.63    | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $648553.72    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAR6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    827000 | PA      | $834198.88    | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Adams Homes, Inc.                                                                | Adams Homes, Inc.                                                                                                             | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $412109.54    | 0.00%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    365000 | PA      | $351742.49    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                                          | Golub Capital BDC, Inc.                                                                                                       | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    565000 | PA      | $550822.61    | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    855000 | PA      | $659542.75    | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342973.83    | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1485000 | PA      | $1606588.38   | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    865000 | PA      | $842981.87    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    800000 | PA      | $800652.27    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                 | Brookfield Asset Management Ltd.                                                                                              | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $484723.91    | 0.00%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Sinopec Capital 2013 Ltd.                                                        | Sinopec Capital 2013 Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    650000 | PA      | $589046.87    | 0.00%             | 2043-04-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                      | Qorvo, Inc.                                                                                                                   | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    850000 | PA      | $786099.17    | 0.00%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $567361.23    | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                          | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    580000 | PA      | $587008.18    | 0.00%             | 2029-05-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W35A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8901461 | PA      | $7598461.69   | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    680000 | PA      | $685294.11    | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    595000 | PA      | $624228.88    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    728000 | PA      | $572071.73    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2974821.06   | 0.01%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2167699 | PA      | $2060680.56   | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    495000 | PA      | $431243.51    | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    745000 | PA      | $774843.46    | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    620000 | PA      | $624114.74    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VAQ1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1496220.90   | 0.00%             | 2031-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    723000 | PA      | $523487.88    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cumulus Media New Holdings, Inc.                                                 | Cumulus Media New Holdings, Inc.                                                                                              | CUSIP: 23110AAB2<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |    290000 | PA      | $81936.26     | 0.00%             | 2029-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775231 | PA      | $807058.01    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    545000 | PA      | $513739.70    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                                                  | CMG Media Corp.                                                                                                               | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $472028.38    | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Mashreq AL Islami Sukuk Co. Ltd.                                                 | Mashreq AL Islami Sukuk Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900AIOT8L0TZT5O08       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $408033.81    | 0.00%             | 2030-04-22      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    554000 | PA      | $537326.68    | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                       | Woori Bank                                                                                                                    | CUSIP: 98105GAL6<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $196415.40    | 0.00%             | 2027-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305199.41    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1920000 | PA      | $1547703.90   | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    876000 | PA      | $802987.57    | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    945000 | PA      | $871021.08    | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 20A                                                                                                     | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    234000 | PA      | $214790.31    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    578000 | PA      | $582780.79    | 0.00%             | 2029-03-27      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685746 | PA      | $637712.41    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                         | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301426.26    | 0.00%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23335000 | PA      | $18000764.84  | 0.05%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    960000 | PA      | $971456.08    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2755422.22   | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $266668.28    | 0.00%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XVQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2271363 | PA      | $2167998.31   | 0.01%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    739000 | PA      | $655518.28    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    925000 | PA      | $856315.55    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50475000 | PA      | $46168851.56  | 0.13%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BPG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289800 | PA      | $267098.85    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                                           | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    577810 | PA      | $516006.19    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    374000 | PA      | $408275.02    | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt.                                                 | MFB Magyar Fejlesztesi Bank Zrt.                                                                                              | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |   1200000 | PA      | $1248322.13   | 0.00%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBN7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1630000 | PA      | $1724299.72   | 0.00%             | 2034-06-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $663995.08    | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    531000 | PA      | $492766.59    | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    480000 | PA      | $495547.82    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Americo Life, Inc.                                                               | Americo Life, Inc.                                                                                                            | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |    600000 | PA      | $543416.54    | 0.00%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    540000 | PA      | $548096.28    | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40004.89     | 0.00%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    255000 | PA      | $206346.53    | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    795000 | PA      | $749966.24    | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499419.52    | 0.00%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    670000 | PA      | $660329.97    | 0.00%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Southern Natural Gas Co. LLC                                                     | Southern Natural Gas Co. LLC                                                                                                  | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    662000 | PA      | $579318.01    | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    955000 | PA      | $966955.03    | 0.00%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    898000 | PA      | $705216.20    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2605517 | PA      | $2155128.74   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                                    | Rollins, Inc.                                                                                                                 | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213004.73    | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    745000 | PA      | $758471.44    | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2010D                                                                              | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    390000 | PA      | $399248.99    | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1215906.21   | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                               | Kosmos Energy Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |    400000 | PA      | $253393.29    | 0.00%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    615000 | PA      | $625435.61    | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K067, Class A2                      | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3680000 | PA      | $3649283.67   | 0.01%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                                | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446614.61    | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1600000 | PA      | $1621040.50   | 0.00%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5608 | PA      | $5503.46      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BM0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    850000 | PA      | $769710.73    | 0.00%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    355000 | PA      | $333043.15    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    575000 | PA      | $561199.01    | 0.00%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1550000 | PA      | $1353753.71   | 0.00%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1007498.58   | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    745000 | PA      | $679503.04    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Idaho Energy Resources Authority                                                 | Idaho Energy Resources Authority, Series 2021                                                                                 | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $59809.27     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1156280.11   | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604295.75    | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Xiaomi Best Time International Ltd.                                              | Xiaomi Best Time International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $768004.99    | 0.00%             | 2030-04-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1089511.68   | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    969000 | PA      | $954503.01    | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                                    | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    690000 | PA      | $700773.32    | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    415000 | PA      | $282399.13    | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36183FLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46244 | PA      | $43646.98     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    497000 | PA      | $397711.83    | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    125000 | PA      | $123742.26    | 0.00%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                             | Africa Finance Corp.                                                                                                          | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |    400000 | PA      | $409025.08    | 0.00%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    783000 | PA      | $544034.16    | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                                  | Gulfport Energy Operating Corp.                                                                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    655000 | PA      | $676056.80    | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables Owner Trust, Series 2025-B, Class A3                                                                  | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201615.29    | 0.00%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $289123.01    | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $217686.88    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    546000 | PA      | $544834.12    | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                                    | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263242.62    | 0.00%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $1006654.10   | 0.00%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                                   | VT Topco, Inc.                                                                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    495000 | PA      | $506849.90    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33729161 | PA      | $34349536.77  | 0.10%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2407000 | PA      | $1564514.10   | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |   1200000 | PA      | $1227705.49   | 0.00%             | 2036-03-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85625000 | PA      | $85578173.83  | 0.24%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    325000 | PA      | $203647.07    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43342 | PA      | $44130.45     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    340000 | PA      | $363303.32    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank, Series I                                                                                                         | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    590000 | PA      | $590641.28    | 0.00%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                                                             | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169954.89    | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    390000 | PA      | $337318.96    | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $892764.59    | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co., Series B                                                                                                   | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    567000 | PA      | $433094.01    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $393822.85    | 0.00%             | 2027-01-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    610000 | PA      | $603217.15    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $351418.41    | 0.00%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd.                                                         | ENN Energy Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $552520.10    | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                                      | SierraCol Energy Andina LLC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    400000 | PA      | $398477.90    | 0.00%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    615000 | PA      | $623606.87    | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410858.83    | 0.00%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EUQ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66933 | PA      | $62900.36     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4338155 | PA      | $4525659.10   | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1054930.45   | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management SA                                                                                                      | CUSIP: N/A<br>LEI: 549300013ETMS1C0EA22       | Long             | DBT              | CORP              | CO        |    600000 | PA      | $636539.80    | 0.00%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 55608PBT0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    805000 | PA      | $821272.75    | 0.00%             | 2027-07-02      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1225000 | PA      | $1101767.96   | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8273462 | PA      | $6848385.79   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                                                                        | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | DBT              | CORP              | NO        |    655000 | PA      | $741882.10    | 0.00%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1876066.48   | 0.01%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41497000 | PA      | $41386773.59  | 0.12%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTTD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2943514 | PA      | $3052028.25   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    481000 | PA      | $469377.74    | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203326.64    | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                      | Saks Global Enterprises LLC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    639136 | PA      | $69441.40     | 0.00%             | 2079-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings, Inc.                                               | Assured Guaranty US Holdings, Inc.                                                                                            | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262345.53    | 0.00%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $897907.87    | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $426689.81    | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Soar Wise Ltd.                                                                   | Soar Wise Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2138001423MK8G3BNM68       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $601944.86    | 0.00%             | 2027-03-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540962.09    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    597000 | PA      | $601322.85    | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    775000 | PA      | $780528.77    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    865000 | PA      | $887473.65    | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2085090.70   | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    845000 | PA      | $246175.45    | 0.00%             | 2037-03-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $2422233.21   | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    466000 | PA      | $447138.64    | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAN6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $545468.84    | 0.00%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    580000 | PA      | $608561.24    | 0.00%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $645448.53    | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series XX                                                                                        | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1074702.75   | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $803444.36    | 0.00%             | 2028-04-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $19979.25     | 0.00%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBR5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    325000 | PA      | $323479.21    | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                                   | Wyndham Hotels & Resorts, Inc.                                                                                                | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494383.23    | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $548349.44    | 0.00%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $578361.85    | 0.00%             | 2041-05-13      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co., Inc.                                                        | JB Poindexter & Co., Inc.                                                                                                     | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    745000 | PA      | $775792.21    | 0.00%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oztel Holdings SPC Ltd.                                                          | Oztel Holdings SPC Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300RABIG0RH4JYT64       | Long             | DBT              | CORP              | AE        |    650000 | PA      | $673824.86    | 0.00%             | 2028-04-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1410855.65   | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    655000 | PA      | $686994.28    | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    625000 | PA      | $634843.94    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276585.31    | 0.00%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    767000 | PA      | $492675.29    | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1130033.41   | 0.00%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $464630.18    | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1050363.17   | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    720000 | PA      | $732290.24    | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1994383 | PA      | $1982538.52   | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    525000 | PA      | $519121.42    | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings Ltd.                                                    | Pershing Square Holdings Ltd.                                                                                                 | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | DBT              | CORP              | GG        |   1000000 | PA      | $902192.01    | 0.00%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQP91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8136860 | PA      | $8234674.95   | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDD5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79199.92     | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    546000 | PA      | $456704.88    | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1403435.05   | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2905202 | PA      | $2815663.81   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1795000 | PA      | $1825488.65   | 0.01%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    645000 | PA      | $676091.25    | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oxford Finance LLC                                                               | Oxford Finance LLC                                                                                                            | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $420081.80    | 0.00%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209037.55    | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $750092.24    | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $430397.97    | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10937226.56  | 0.03%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II BV                                                  | LYB International Finance II BV                                                                                               | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $338257.36    | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JobsOhio Beverage System, Series 2020A                                                                                        | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $209007.08    | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc.                                                                                                      | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1129612.25   | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |   1228000 | PA      | $1224890.79   | 0.00%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $194946.51    | 0.00%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                                                                 | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473560.17    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                          | Adventist Health System                                                                                                       | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    344000 | PA      | $234818.59    | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    505000 | PA      | $522175.36    | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    490000 | PA      | $500792.80    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                | Fidelity National Financial, Inc.                                                                                             | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    883000 | PA      | $790281.67    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1104987.11   | 0.00%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616834.91    | 0.00%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  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        |   1240000 | PA      | $1118430.70   | 0.00%             | 2032-04-23      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                                  | Blackstone Mortgage Trust, Inc.                                                                                               | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    455000 | PA      | $487341.47    | 0.00%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VIII LLC                                                   | KKR Group Finance Co. VIII LLC                                                                                                | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $634795.03    | 0.00%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 04517PCD2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     15000 | PA      | $15132.80     | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                                  | Albemarle Corp.                                                                                                               | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327147.84    | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1032204.39   | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    604000 | PA      | $592660.02    | 0.00%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481816.38    | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244087.76    | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $998029.15    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                        | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    783000 | PA      | $776397.95    | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                                   | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1701169.36   | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1627593.10   | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2C9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2660000 | PA      | $2338779.42   | 0.01%             | 2031-01-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman V Ltd.                                             | China Overseas Finance Cayman V Ltd., Series B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187618.97    | 0.00%             | 2042-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J92G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86884 | PA      | $84345.79     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1029526.43   | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PeaceHealth Obligated Group                                                                                                   | CUSIP: 70462GAE8<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95502.24     | 0.00%             | 2028-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc., Series 2020                                                                                 | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    320000 | PA      | $231238.79    | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-1                                                                                         | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260366 | PA      | $265499.75    | 0.00%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515599.59    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1080000 | PA      | $1088740.80   | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    365000 | PA      | $373207.85    | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    625000 | PA      | $566265.73    | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 19 II Ltd.                                            | CK Hutchison International 19 II Ltd.                                                                                         | CUSIP: 12563DAB1<br>LEI: 2549000ZHWNMHC09DR77 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $544472.44    | 0.00%             | 2049-09-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Linde, Inc.                                                                      | Linde, Inc.                                                                                                                   | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    915000 | PA      | $485110.65    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series G                                                                                      | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    605000 | PA      | $544652.61    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series XXX                                                                                      | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    655000 | PA      | $601790.62    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                          | Sensata Technologies BV                                                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    652000 | PA      | $638190.46    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                                     | Danaos Corp.                                                                                                                  | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    215000 | PA      | $216216.15    | 0.00%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2150000 | PA      | $2219264.43   | 0.01%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    635000 | PA      | $645754.47    | 0.00%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    624000 | PA      | $501034.50    | 0.00%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4347517 | PA      | $4369667.71   | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                                   | Fortinet, Inc.                                                                                                                | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    617000 | PA      | $553545.57    | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46684000 | PA      | $48409119.69  | 0.14%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 2027A0KK4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    836000 | PA      | $824812.57    | 0.00%             | 2027-03-14      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CMB International Leasing Management Ltd.                                        | CMB International Leasing Management Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $601236.47    | 0.00%             | 2027-06-04      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3372000 | PA      | $3399139.94   | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                                                      | Prudential Funding Asia plc                                                                                                   | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $640470.03    | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $414653.89    | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                                     | Deluxe Corp.                                                                                                                  | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    495000 | PA      | $503494.32    | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                 | Murphy Oil Corp.                                                                                                              | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373802.80    | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                                | Banco Bradesco SA                                                                                                             | CUSIP: 05947LBA5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $399741.08    | 0.00%             | 2027-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    363136 | PA      | $343736.94    | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                            | Toledo Hospital (The), Series B                                                                                               | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    497000 | PA      | $505164.71    | 0.00%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                             | Experian Finance plc                                                                                                          | CUSIP: 30217AAD5<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $408162.10    | 0.00%             | 2035-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1607849.61   | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $850419.42    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2754762.23   | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $435234.04    | 0.00%             | 2051-01-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1975000 | PA      | $1979310.59   | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | American Assets Trust LP                                                                                                      | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    490000 | PA      | $495931.83    | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1691666.15   | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427PG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4410398 | PA      | $4535570.70   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA, Inc.                                                          | Amcor Finance USA, Inc.                                                                                                       | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    945000 | PA      | $987495.43    | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Korea Ocean Business Corp.                                                       | Korea Ocean Business Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400706OU5BSJ8ZG26       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $405870.47    | 0.00%             | 2030-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Iris Holding, Inc.                                                               | Iris Holding, Inc.                                                                                                            | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |    425000 | PA      | $385341.66    | 0.00%             | 2028-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CMHI Finance BVI Co. Ltd.                                                        | CMHI Finance BVI Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300KTVUL1BXLNPZ11       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $817379.51    | 0.00%             | 2028-08-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                                          | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    755000 | PA      | $742693.43    | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1345000 | PA      | $1404009.98   | 0.00%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    785000 | PA      | $801736.02    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32717 | PA      | $32750.78     | 0.00%             | 2046-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    625000 | PA      | $626624.08    | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHPZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5831484 | PA      | $4977329.00   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314740.43    | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                                                                           | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1180775.22   | 0.00%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    645000 | PA      | $542962.62    | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                  | Goat Holdco LLC                                                                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $889143.18    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    595000 | PA      | $575340.46    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    925000 | PA      | $1024886.26   | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJA32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9990 | PA      | $9425.78      | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1514284.42   | 0.00%             | 2033-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2447000 | PA      | $2100692.47   | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BOS Funding Ltd.                                                                 | BOS Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 635400PTLHUGAMGH6I34       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $596554.72    | 0.00%             | 2029-09-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    645000 | PA      | $635058.04    | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $617909.17    | 0.00%             | 2028-01-27      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $419807.99    | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2400000 | PA      | $2406499.98   | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y66Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1184114 | PA      | $1216357.03   | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                                            | Leggett & Platt, Inc.                                                                                                         | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    781000 | PA      | $772796.88    | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2000000 | PA      | $1942743.13   | 0.01%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F0JX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92854 | PA      | $89942.25     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1048116.53   | 0.00%             | 2033-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    625000 | PA      | $527092.28    | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210636.97    | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1139266.27   | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $173571.40    | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397516.66    | 0.00%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1415878.84   | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1910000 | PA      | $1324992.70   | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2700000 | PA      | $2240416.31   | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177239.45    | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    880000 | PA      | $886761.51    | 0.00%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FPVS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4159 | PA      | $3905.87      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    775000 | PA      | $793421.62    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580341.44    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330339.11    | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    653000 | PA      | $666269.74    | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XKE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4780311 | PA      | $4533982.02   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | Texas Transportation Commission, Series 2020                                                                                  | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    500000 | PA      | $351692.96    | 0.00%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    390000 | PA      | $324638.10    | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Caltex Corp.                                                                  | GS Caltex Corp.                                                                                                               | CUSIP: N/A<br>LEI: 988400KLBPXB4WMBUX18       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197874.05    | 0.00%             | 2030-10-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    205000 | PA      | $220116.08    | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1515681.71   | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    880000 | PA      | $886941.52    | 0.00%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |   2500000 | PA      | $2489621.77   | 0.01%             | 2027-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437878.19    | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    310000 | PA      | $285729.16    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lennox International, Inc.                                                       | Lennox International, Inc.                                                                                                    | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    470000 | PA      | $454541.63    | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    660000 | PA      | $664813.70    | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394582.04    | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1354113.43   | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDP2<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1500000 | PA      | $1493022.52   | 0.00%             | 2029-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EY3U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23744 | PA      | $23546.91     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $218846.40    | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2284490.62   | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1418168.95   | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    440000 | PA      | $425136.70    | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    315000 | PA      | $233585.87    | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371023.77    | 0.00%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                                                  | Marex Group plc                                                                                                               | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $40734.22     | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1363930.11   | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1035000 | PA      | $1045604.17   | 0.00%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMS20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6276 | PA      | $6142.43      | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MISC Capital Two Labuan Ltd.                                                     | MISC Capital Two Labuan Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | MY        |    600000 | PA      | $596649.53    | 0.00%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Cikarang Listrindo Tbk. PT                                                       | Cikarang Listrindo Tbk. PT                                                                                                    | CUSIP: N/A<br>LEI: 254900NPCIO562Z7FN53       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $406967.63    | 0.00%             | 2035-03-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    817000 | PA      | $758627.30    | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1039908 | PA      | $1030237.73   | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C24, Class AS                                                                               | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $524261.28    | 0.00%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    410000 | PA      | $286364.25    | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336799.67    | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    960000 | PA      | $959641.75    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    975000 | PA      | $699319.38    | 0.00%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $492250.98    | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  47883805 | PA      | $39273708.36  | 0.11%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Manila Water Co., Inc.                                                           | Manila Water Co., Inc.                                                                                                        | CUSIP: N/A<br>LEI: 5493004SJIK0GOUIZM45       | Long             | DBT              | CORP              | PH        |    400000 | PA      | $396614.98    | 0.00%             | 2030-07-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 17 Ltd.                                               | CK Hutchison International 17 Ltd.                                                                                            | CUSIP: 12563UAB3<br>LEI: 254900TNOJOSKVTDPK87 | Long             | DBT              | CORP              | KY        |    590000 | PA      | $586345.80    | 0.00%             | 2027-04-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    650000 | PA      | $631634.08    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3035658.55   | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1728000 | PA      | $1675586.50   | 0.00%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320959.01    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Krakatau Posco PT                                                                | Krakatau Posco PT                                                                                                             | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |    200000 | PA      | $203493.68    | 0.00%             | 2027-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    792000 | PA      | $578356.06    | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    557000 | PA      | $470548.29    | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    485000 | PA      | $405299.36    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1838454.91   | 0.01%             | 2032-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gulf International Bank BSC                                                      | Gulf International Bank BSC                                                                                                   | CUSIP: N/A<br>LEI: 558600JW2XPMLG97TV14       | Long             | DBT              | NUSS              | BH        |    400000 | PA      | $414853.12    | 0.00%             | 2029-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    710000 | PA      | $726371.81    | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIG SunAmerica Global Financing X                                                | AIG SunAmerica Global Financing X                                                                                             | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |    926000 | PA      | $1031710.72   | 0.00%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XME51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4167262 | PA      | $3862287.51   | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $3983993.92   | 0.01%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    665000 | PA      | $699209.43    | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                                     | Sabre Financial Borrower LLC                                                                                                  | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $914272.44    | 0.00%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $578682.07    | 0.00%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust, Series 2024-C, Class A3                                                                         | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3010988.63   | 0.01%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    680000 | PA      | $672459.89    | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2880557.49   | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $186901.65    | 0.00%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2023-4, Class A                                                          | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1548889.65   | 0.00%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp.                                              | Maryland Economic Development Corp., Series 2024                                                                              | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    435000 | PA      | $415509.26    | 0.00%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1040000 | PA      | $1125411.80   | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Ccthk 2021 Ltd.                                                                  | Ccthk 2021 Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900862W7TXMZ9L981       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $196969.39    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                        | Darling Ingredients, Inc.                                                                                                     | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    492000 | PA      | $492152.22    | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2115000 | PA      | $2198087.01   | 0.01%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Midea Investment Development Co. Ltd.                                            | Midea Investment Development Co. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 2549002AFC0XU0PWCW23       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $395179.90    | 0.00%             | 2027-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    865000 | PA      | $822240.06    | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    800000 | PA      | $811389.82    | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $472763.68    | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EAT2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    490000 | PA      | $486799.03    | 0.00%             | 2027-04-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1045000 | PA      | $1011062.15   | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation (The)                                                     | Rockefeller Foundation (The), Series 2020                                                                                     | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    844000 | PA      | $509932.98    | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4205000 | PA      | $4254619.95   | 0.01%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    634000 | PA      | $577036.64    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | Koninklijke Ahold Delhaize NV                                                                                                 | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $594878.28    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0BC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4322382 | PA      | $3872391.80   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2050000 | PA      | $1891783.73   | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1116902.67   | 0.00%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2025-5, Class A                                                          | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1529060.90   | 0.00%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                        | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    318000 | PA      | $283027.06    | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    640000 | PA      | $646545.78    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    873000 | PA      | $826472.52    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1373628.97   | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   1400000 | PA      | $1332156.11   | 0.00%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258759.11    | 0.00%             | 2027-01-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    565000 | PA      | $551485.70    | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477647.33    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $667422.36    | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7212963 | PA      | $7124552.70   | 0.02%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193969 | PA      | $170930.20    | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1450000 | PA      | $1836116.04   | 0.01%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2000000 | PA      | $2468014.35   | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1615283.11   | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    365000 | PA      | $351307.06    | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    345000 | PA      | $394228.37    | 0.00%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                                                                | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    690200 | PA      | $698319.84    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GWGW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13260317 | PA      | $13576325.39  | 0.04%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026616.92   | 0.00%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   5375000 | PA      | $5558587.70   | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1822947.07   | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    780000 | PA      | $795010.57    | 0.00%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3191184 | PA      | $2616312.31   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    945000 | PA      | $937689.68    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    960000 | PA      | $979295.21    | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KODIT Global Co. Ltd.                                                            | KODIT Global Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400BWUXPT3AV1ZZ49       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203129.95    | 0.00%             | 2027-05-29      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    215000 | PA      | $240886.19    | 0.00%             | 2031-11-09      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1344775.38   | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1213936.12   | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    585000 | PA      | $529613.39    | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    720000 | PA      | $715032.67    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    325000 | PA      | $237566.46    | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | Board of Regents of the University of Texas System, Series 2010C                                                              | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    155000 | PA      | $146649.47    | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25544000 | PA      | $25833365.63  | 0.07%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                                                              | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250959.72    | 0.00%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                   | Atlas Warehouse Lending Co. LP                                                                                                | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251221.30    | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS Finance Trust                                                                                                           | CUSIP: 682142AK0<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    725000 | PA      | $774955.56    | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1317314.81   | 0.00%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305986.46    | 0.00%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                                         | William Carter Co. (The)                                                                                                      | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568794.07    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                                                            | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456166.31    | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36838000 | PA      | $34719815.00  | 0.10%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $1983212.54   | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2872673.07   | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    550000 | PA      | $506881.43    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629WDL1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1097067.66   | 0.00%             | 2027-12-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379446.99    | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18265701 | PA      | $18613023.62  | 0.05%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $188723.63    | 0.00%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $2669436.58   | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4082887 | PA      | $4170151.39   | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |    450000 | PA      | $380665.93    | 0.00%             | 2050-01-29      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1091448.06   | 0.00%             | 2043-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                     | Hexcel Corp.                                                                                                                  | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    205000 | PA      | $215139.60    | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    920000 | PA      | $941974.86    | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    390000 | PA      | $339702.96    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $655096.94    | 0.00%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $908371.15    | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    780000 | PA      | $798496.03    | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587324.47    | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391264.66    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    778000 | PA      | $696781.33    | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                     | Jones Deslauriers Insurance Management, Inc.                                                                                  | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97496.86     | 0.00%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |    760000 | PA      | $522511.84    | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| MercadoLibre, Inc.                                                               | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593340.28    | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    648000 | PA      | $509127.59    | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1265251.77   | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| China Cinda 2020 I Management Ltd.                                               | China Cinda 2020 I Management Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300ZIBIB6Z9RSNU64       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $950260.41    | 0.00%             | 2030-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    990000 | PA      | $999331.48    | 0.00%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1646692 | PA      | $1591251.47   | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1887000 | PA      | $1896988.88   | 0.01%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42597000 | PA      | $44174420.16  | 0.13%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AH                                                                            | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    380000 | PA      | $277695.38    | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    723000 | PA      | $919627.76    | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1047092.88   | 0.00%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    560000 | PA      | $578680.76    | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    743000 | PA      | $713877.91    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    375000 | PA      | $299566.29    | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    765000 | PA      | $681727.60    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1038958.54   | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294672.06    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                       | GENMAB A/S                                                                                                                    | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |   1060000 | PA      | $1120441.92   | 0.00%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    680000 | PA      | $611673.43    | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                                   | Sumitomo Corp.                                                                                                                | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | DBT              | CORP              | JP        |    450000 | PA      | $464629.76    | 0.00%             | 2034-07-03      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    613000 | PA      | $604660.14    | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1015000 | PA      | $1033490.54   | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    872000 | PA      | $765731.48    | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2981000 | PA      | $3000956.12   | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |   4600000 | PA      | $3095341.15   | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    491000 | PA      | $491000.00    | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    505000 | PA      | $500577.62    | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $544103.02    | 0.00%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160120.21    | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Bharti Airtel Ltd.                                                               | Bharti Airtel Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | DBT              | CORP              | IN        |    700000 | PA      | $659710.61    | 0.00%             | 2031-06-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1003000 | PA      | $1020605.54   | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    595000 | PA      | $617878.36    | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    770000 | PA      | $712237.81    | 0.00%             | 2042-03-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    535000 | PA      | $430707.82    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    645000 | PA      | $629037.20    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $577816.25    | 0.00%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Oil India International Pte. Ltd.                                                | Oil India International Pte. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 529900MQ8CL8FLAGEQ79       | Long             | DBT              | CORP              | SG        |    415000 | PA      | $413165.98    | 0.00%             | 2027-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1705000 | PA      | $1540602.10   | 0.00%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3917154 | PA      | $3668325.17   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1082730.03   | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $449461.34    | 0.00%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    889000 | PA      | $793093.65    | 0.00%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | Permanent University Fund - University of Texas System, Series 2017A                                                          | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |   1120000 | PA      | $840176.79    | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    559000 | PA      | $604810.53    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1142303.49   | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    595000 | PA      | $614013.59    | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3167083.80   | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H36T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358269 | PA      | $364701.25    | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    975000 | PA      | $977085.27    | 0.00%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| KT&G Corp.                                                                       | KT&G Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203580.43    | 0.00%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBJ3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    455000 | PA      | $447397.38    | 0.00%             | 2029-04-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67784.76     | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2793201 | PA      | $2610076.92   | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAK3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    450000 | PA      | $352501.42    | 0.00%             | 2047-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |    700000 | PA      | $720152.14    | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    815000 | PA      | $862236.11    | 0.00%             | 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        |   1410000 | PA      | $1447268.53   | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 20A                                                                                                     | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    330000 | PA      | $258886.83    | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    990000 | PA      | $994610.64    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBH1<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    845000 | PA      | $822899.13    | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Plurinational State of Bolivia                                                   | Plurinational State of Bolivia                                                                                                | CUSIP: N/A<br>LEI: 529900TGIRPY3SZXEB56       | Long             | DBT              | NUSS              | BO        |    800000 | PA      | $747597.22    | 0.00%             | 2030-03-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2S4<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   1555000 | PA      | $1599234.84   | 0.00%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $1040223.07   | 0.00%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1547075.10   | 0.00%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zhongliang Holdings Group Co. Ltd.                                               | Zhongliang Holdings Group Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300SKDRW33OJQFH41       | Long             | DBT              | CORP              | KY        |   1050000 | PA      | $63456.02     | 0.00%             | 2027-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3615547 | PA      | $3074299.87   | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    335000 | PA      | $287647.23    | 0.00%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    767000 | PA      | $765604.59    | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    668000 | PA      | $537747.75    | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1073374.72   | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    875000 | PA      | $883934.96    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $302406.07    | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                                                                 | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247165.66    | 0.00%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                          | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326175.49    | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3279722.76   | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    906000 | PA      | $1006932.73   | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    910000 | PA      | $918185.59    | 0.00%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $444704.48    | 0.00%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Cia de Minas Buenaventura SAA                                                    | Cia de Minas Buenaventura SAA                                                                                                 | CUSIP: N/A<br>LEI: 529900WQB1ZU9KB6EL71       | Long             | DBT              | CORP              | PE        |    600000 | PA      | $624710.23    | 0.00%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $611257.75    | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WEPF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34874 | PA      | $33092.69     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   2800000 | PA      | $2349606.76   | 0.01%             | 2047-10-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1400000 | PA      | $1305596.78   | 0.00%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $595351.95    | 0.00%             | 2027-03-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8031 | PA      | $8006.71      | 0.00%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2017-C41, Class C                                                               | CUSIP: 95001ABJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $231893.06    | 0.00%             | 2050-11-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    280000 | PA      | $227497.16    | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $583473.57    | 0.00%             | 2055-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Adib Sukuk Co. II Ltd.                                                           | Adib Sukuk Co. II Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900P61RF2TVOBAD72       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $413920.46    | 0.00%             | 2028-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    570000 | PA      | $446323.43    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    357000 | PA      | $307893.97    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32691 | PA      | $32713.08     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AJ                                                                            | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    665000 | PA      | $592739.46    | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1015205.79   | 0.00%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    625000 | PA      | $571358.76    | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $528702.26    | 0.00%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568061.09    | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    720000 | PA      | $730949.16    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGVM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21477 | PA      | $21274.58     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Industrial LP                                                              | First Industrial LP                                                                                                           | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315646.67    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182351.41    | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XPNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1653134 | PA      | $1722654.46   | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                                   | Eskom Holdings                                                                                                                | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $396515.74    | 0.00%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1199173.13   | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1261000 | PA      | $1086779.60   | 0.00%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                            | California Buyer Ltd.                                                                                                         | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $987777.76    | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    942000 | PA      | $1029944.81   | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $441752.67    | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHYQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3427302 | PA      | $3377642.89   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1332365.23   | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3221957.27   | 0.01%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | Barrick North America Finance LLC                                                                                             | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1093849.78   | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    270000 | PA      | $236140.03    | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701946.73    | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment Ltd.                                                       | SF Holding Investment Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 3003007DY4RTZM59GQ78       | Long             | DBT              | CORP              | VG        |    500000 | PA      | $472713.43    | 0.00%             | 2030-02-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                               | RWE Finance US LLC                                                                                                            | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    630000 | PA      | $618931.85    | 0.00%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                        | First Student Bidco, Inc.                                                                                                     | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |    831000 | PA      | $808807.13    | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    895000 | PA      | $780673.46    | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    645000 | PA      | $657669.79    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                    | Hologic, Inc.                                                                                                                 | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    496000 | PA      | $495585.67    | 0.00%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    508000 | PA      | $490592.67    | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co.                                                   | Indianapolis Power & Light Co.                                                                                                | CUSIP: 455434BT6<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    385000 | PA      | $307088.71    | 0.00%             | 2046-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bayport Polymers LLC                                                             | Bayport Polymers LLC                                                                                                          | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69882.07     | 0.00%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWN58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10747817 | PA      | $10260926.90  | 0.03%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503133.01    | 0.00%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2025-3, Class A                                                          | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1019028.15   | 0.00%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                          | Adventist Health System                                                                                                       | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134690.92    | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| China Southern Power Grid International Finance BVI 2018 Co. Ltd.                | China Southern Power Grid International Finance BVI 2018 Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300HJ3WN6EBE05751       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $806030.04    | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    625000 | PA      | $426173.48    | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410262.84    | 0.00%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    869000 | PA      | $861235.52    | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200347.02    | 0.00%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1012648.48   | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                      | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $455511.60    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                            | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    820000 | PA      | $813739.69    | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MCAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10341325 | PA      | $8420118.05   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    562763 | PA      | $561334.77    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9273335 | PA      | $8777219.20   | 0.03%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Khazanah Global Sukuk Bhd.                                                       | Khazanah Global Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 213800VIN16ILYRCKD86       | Long             | DBT              | CORP              | MY        |    400000 | PA      | $404805.97    | 0.00%             | 2029-09-05      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $595760.13    | 0.00%             | 2027-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAW6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $406890.90    | 0.00%             | 2027-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Atkore, Inc.                                                                     | Atkore, Inc.                                                                                                                  | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    468000 | PA      | $446374.78    | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $875380.21    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1375000 | PA      | $1297337.68   | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433532.65    | 0.00%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2020-1, Class A                                                                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    801316 | PA      | $819259.34    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1185000 | PA      | $1167729.63   | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851DW1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    768000 | PA      | $739543.02    | 0.00%             | 2029-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    679000 | PA      | $707350.16    | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1421974.88   | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                           | Stellantis Financial Services US Corp.                                                                                        | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $837115.82    | 0.00%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $496503.97    | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    515000 | PA      | $525098.97    | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22800000 | PA      | $16241437.50  | 0.05%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    462000 | PA      | $403165.09    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    772000 | PA      | $796249.40    | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care, Series 2018                                                                                             | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    610000 | PA      | $473998.81    | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490064D4J0UOZ7XS89       | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200626.28    | 0.00%             | 2027-09-30      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1133000 | PA      | $1132203.94   | 0.00%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    452000 | PA      | $400257.26    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                                      | Commonwealth of the Bahamas                                                                                                   | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |    410000 | PA      | $462405.57    | 0.00%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    957000 | PA      | $946670.13    | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bayer Corp.                                                                      | Bayer Corp.                                                                                                                   | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |    480000 | PA      | $502325.65    | 0.00%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2026, Sub-Series E-1                                                                                 | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    350000 | PA      | $340697.49    | 0.00%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Korea Expressway Corp.                                                           | Korea Expressway Corp.                                                                                                        | CUSIP: N/A<br>LEI: 988400EZO9DR1OFL5772       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $405542.75    | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    660000 | PA      | $641223.81    | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280492.18    | 0.00%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    690000 | PA      | $708019.79    | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1090120.97   | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |   1301000 | PA      | $1220576.08   | 0.00%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MFKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143761 | PA      | $138737.92    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $529225.79    | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1140938.14   | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                                        | New Fortress Energy, Inc.                                                                                                     | CUSIP: 644393AC4<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    230000 | PA      | $16845.10     | 0.00%             | 2029-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    640000 | PA      | $572153.47    | 0.00%             | 2031-05-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1252849.25   | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                                                                       | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    915000 | PA      | $914911.48    | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $749743.14    | 0.00%             | 2053-05-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                       | Trustees of Boston College                                                                                                    | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    290000 | PA      | $200383.07    | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6HN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9620980 | PA      | $9503054.06   | 0.03%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    895000 | PA      | $894014.48    | 0.00%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420207 | PA      | $392164.99    | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    645000 | PA      | $650887.68    | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $602329.40    | 0.00%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    665000 | PA      | $658501.68    | 0.00%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                                                                | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2085872.77   | 0.01%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38242000 | PA      | $38143407.34  | 0.11%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    763000 | PA      | $705587.43    | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                                    | System Energy Resources, Inc.                                                                                                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $459570.15    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $1500189.19   | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    835000 | PA      | $870941.25    | 0.00%             | 2035-05-26      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                                      | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    690000 | PA      | $692497.11    | 0.00%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025H                                                                                                | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41511.59     | 0.00%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1351997.37   | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                              | Azorra Finance Ltd.                                                                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $631145.33    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    630000 | PA      | $641967.19    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Constellation Insurance, Inc.                                                    | Constellation Insurance, Inc.                                                                                                 | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295902.10    | 0.00%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    415000 | PA      | $414878.18    | 0.00%             | 2029-09-26      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2013 Ltd.                                     | Sinopec Group Overseas Development 2013 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 529900F9XKMFEV9DNO17       | Long             | DBT              | CORP              | VG        |   1200000 | PA      | $1246814.22   | 0.00%             | 2043-10-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385423.71    | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Domtar Corp.                                                                     | Domtar Corp.                                                                                                                  | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |    652000 | PA      | $543352.48    | 0.00%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Votorantim SA                                                              | Banco Votorantim SA                                                                                                           | CUSIP: N/A<br>LEI: X2EUTZGMHS8RBQFIUS93       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $610283.41    | 0.00%             | 2028-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    871000 | PA      | $936709.43    | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                                         | Franklin Resources, Inc.                                                                                                      | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    653000 | PA      | $410304.22    | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1675322.37   | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1399830.08   | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2216296 | PA      | $2276097.43   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    640000 | PA      | $637103.67    | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1017771.50   | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2959511 | PA      | $3005035.93   | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $834562.62    | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    766739 | PA      | $760834.96    | 0.00%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    705000 | PA      | $701606.67    | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46872 | PA      | $47178.86     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5043000 | PA      | $2963621.92   | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    967000 | PA      | $739757.38    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    385000 | PA      | $337681.02    | 0.00%             | 2031-01-07      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2010DD                                                                | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    225000 | PA      | $230632.23    | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1025000 | PA      | $920962.39    | 0.00%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2991209.78   | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                               | AmWINS Group, Inc.                                                                                                            | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    940000 | PA      | $964431.74    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304137.42    | 0.00%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tecpetrol SA                                                                     | Tecpetrol SA                                                                                                                  | CUSIP: N/A<br>LEI: 529900C0GOV3UC7ZMZ16       | Long             | DBT              | CORP              | AR        |    600000 | PA      | $601166.82    | 0.00%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72171 | PA      | $70149.40     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2025-5C11, Class C                                                                                 | CUSIP: 096941AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $254049.12    | 0.00%             | 2058-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    695000 | PA      | $710332.17    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Korea Ocean Business Corp.                                                       | Korea Ocean Business Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400706OU5BSJ8ZG26       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202080.10    | 0.00%             | 2028-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Mengniu Dairy Co. Ltd.                                                     | China Mengniu Dairy Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $371546.36    | 0.00%             | 2030-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    885000 | PA      | $842458.84    | 0.00%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $799407.13    | 0.00%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2017000 | PA      | $1357470.55   | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977329.48    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                   | Rivers Enterprise Borrower LLC                                                                                                | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $447790.02    | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485189.33    | 0.00%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco, Inc.                                                  | Trane Technologies Holdco, Inc.                                                                                               | CUSIP: 45687AAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $505572.67    | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B23, Class A5                                                                           | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4419444.67   | 0.01%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2660789.09   | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith, Inc.                                                           | Dotdash Meredith, Inc.                                                                                                        | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    450000 | PA      | $413509.81    | 0.00%             | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AR5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $222274.48    | 0.00%             | 2055-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1387313.75   | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    745000 | PA      | $750311.85    | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1545000 | PA      | $1574930.40   | 0.00%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Hydro-Quebec                                                                                                                  | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     23000 | PA      | $28153.52     | 0.00%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    571000 | PA      | $576558.27    | 0.00%             | 2028-09-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132803 | PA      | $127147.08    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    980000 | PA      | $939968.75    | 0.00%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                              | Nationwide Financial Services, Inc.                                                                                           | CUSIP: 638612AL5<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    268000 | PA      | $248681.92    | 0.00%             | 2044-11-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                                                                    | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    695000 | PA      | $697691.50    | 0.00%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    455000 | PA      | $451129.94    | 0.00%             | 2032-08-05      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    960000 | PA      | $956775.16    | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939FAA5<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   4425000 | PA      | $4516315.64   | 0.01%             | 2029-06-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2693000 | PA      | $2748518.55   | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    515000 | PA      | $514322.06    | 0.00%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216512.91    | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373434.54    | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1119930.94   | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    810000 | PA      | $708609.98    | 0.00%             | 2030-08-07      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322063.39    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                                | Benin Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    500000 | PA      | $529499.61    | 0.00%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                    | Rentokil Terminix Funding LLC                                                                                                 | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    475000 | PA      | $488814.81    | 0.00%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1247169.33   | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1394672.09   | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    830000 | PA      | $845946.73    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $655754.60    | 0.00%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1900000 | PA      | $1863634.76   | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    770000 | PA      | $480877.28    | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    775000 | PA      | $782499.02    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166176 | PA      | $155933.10    | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp.                                                      | Horace Mann Educators Corp.                                                                                                   | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90936.21     | 0.00%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7881872 | PA      | $7379154.33   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $620397.88    | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2765000 | PA      | $2843773.20   | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256834 | PA      | $255023.79    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    936410 | PA      | $922930.70    | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1800000 | PA      | $1768884.42   | 0.01%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                                                          | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    370000 | PA      | $330042.74    | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    587000 | PA      | $618823.29    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                               | Istanbul Metropolitan Municipality                                                                                            | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $878759.53    | 0.00%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    260000 | PA      | $302834.36    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                                           | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    719200 | PA      | $717147.47    | 0.00%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    600000 | PA      | $523700.02    | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                                                              | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308000 | PA      | $330034.46    | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    776000 | PA      | $772542.87    | 0.00%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3917278.88   | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Export Import Bank of Thailand                                                   | Export-Import Bank of Thailand                                                                                                | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | NUSS              | TH        |    200000 | PA      | $199422.26    | 0.00%             | 2027-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                                                                    | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    650000 | PA      | $683602.50    | 0.00%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259720.90    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                           | Neptune Bidco US, Inc.                                                                                                        | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2618678.07   | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    610000 | PA      | $611037.26    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311381.86    | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    995000 | PA      | $991647.25    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1616531.91   | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    590000 | PA      | $508765.66    | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1625000 | PA      | $1474879.95   | 0.00%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    883000 | PA      | $868709.75    | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-L1, Class A3                                                                      | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962201 | PA      | $959450.50    | 0.00%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1835986.25   | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375180.81    | 0.00%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299430.60    | 0.00%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    680000 | PA      | $698548.23    | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1529484 | PA      | $1319424.55   | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1020000 | PA      | $975711.85    | 0.00%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    850000 | PA      | $882312.18    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings, Inc.                                                    | Horizon Mutual Holdings, Inc.                                                                                                 | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317407.09    | 0.00%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BG4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    802720 | PA      | $791089.10    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $206720.41    | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    463000 | PA      | $375608.05    | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    896341 | PA      | $819840.74    | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1234000 | PA      | $1231396.00   | 0.00%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1168715.16   | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    765000 | PA      | $689590.48    | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Innophos Holdings, Inc.                                                          | Innophos Holdings, Inc.                                                                                                       | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    482625 | PA      | $476606.85    | 0.00%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                                   | Videotron Ltd.                                                                                                                | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $559953.78    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $220359.63    | 0.00%             | 2027-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    708000 | PA      | $774561.35    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1649452.84   | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2200000 | PA      | $1891362.04   | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1047405.79   | 0.00%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    834000 | PA      | $890829.92    | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    720000 | PA      | $624827.48    | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    835000 | PA      | $839873.18    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                      | goeasy Ltd.                                                                                                                   | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $231164.94    | 0.00%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                                  | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    660000 | PA      | $671287.16    | 0.00%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $815453.61    | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    390000 | PA      | $376179.53    | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QIB Sukuk Ltd.                                                                   | QIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300XDP1VCBZLCP049       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1447093.87   | 0.00%             | 2028-11-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Superior Plus LP                                                                 | Superior Plus LP                                                                                                              | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $615602.61    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1201757.06   | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    645000 | PA      | $628922.09    | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528049.44    | 0.00%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    555000 | PA      | $571983.82    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAL1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $571676.23    | 0.00%             | 2030-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                            | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    710000 | PA      | $681771.56    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360164.41    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601147.71    | 0.00%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110081.33    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    280000 | PA      | $294249.75    | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                            | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1090026.93   | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1825202 | PA      | $1571735.33   | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    575000 | PA      | $578801.87    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1065738.32   | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | Brown University, Series A                                                                                                    | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $148102.35    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3196783.81   | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SES AMERICOM, Inc.                                                               | SES AMERICOM, Inc.                                                                                                            | CUSIP: 78413KAB8<br>LEI: 529900CXBBQLCMXKBJ24 | Long             | DBT              | CORP              | US        |    519000 | PA      | $416834.45    | 0.00%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    865000 | PA      | $876151.46    | 0.00%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    621000 | PA      | $589099.68    | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5412000 | PA      | $3525169.25   | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1573274.79   | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                                 | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    958000 | PA      | $584496.70    | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $756209.07    | 0.00%             | 2041-04-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101560.85    | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1017149.08   | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AQ8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202403.69    | 0.00%             | 2035-09-09      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2024-2A, Class B                                                                  | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91161 | PA      | $91200.66     | 0.00%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    488000 | PA      | $516137.87    | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KQXU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8086654 | PA      | $8128199.81   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431357.86    | 0.00%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1689320.73   | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                               | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554963.21    | 0.00%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    338884 | PA      | $318663.98    | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504142.81    | 0.00%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                                     | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    545000 | PA      | $570194.97    | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                              | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $879411.49    | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1416363.60   | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    740000 | PA      | $759483.91    | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $949940.17    | 0.00%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | Smurfit Westrock Financing DAC                                                                                                | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $605346.28    | 0.00%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    890000 | PA      | $887424.02    | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    830000 | PA      | $843872.01    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2094164.65   | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    230000 | PA      | $263060.78    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371268.77    | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class B                                                                                  | CUSIP: 05593QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $387691.34    | 0.00%             | 2057-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Acwa Power Management & Investments One Ltd.                                     | Acwa Power Management & Investments One Ltd.                                                                                  | CUSIP: N/A<br>LEI: 635400M3OWQGQBZOYO38       | Long             | DBT              | CORP              | AE        |    362356 | PA      | $371465.90    | 0.00%             | 2039-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    643453 | PA      | $406146.54    | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    685000 | PA      | $605508.21    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1775000 | PA      | $1903456.76   | 0.01%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1657173.98   | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    335366 | PA      | $327545.36    | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1056311.81   | 0.00%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Talos Production, Inc.                                                           | Talos Production, Inc.                                                                                                        | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    620000 | PA      | $645834.91    | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                                                  | WE Soda Investments Holding plc                                                                                               | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1032144.59   | 0.00%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4769806.16   | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DTAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5238790 | PA      | $5413849.35   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NTPC Ltd.                                                                        | NTPC Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $401664.72    | 0.00%             | 2028-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Castle Peak Power Finance Co. Ltd.                                               | Castle Peak Power Finance Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900LYMFL8O07R2452       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $361509.85    | 0.00%             | 2031-03-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3DQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4260587 | PA      | $4377255.66   | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2777271 | PA      | $2406360.26   | 0.01%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    815000 | PA      | $489895.35    | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    830000 | PA      | $798160.80    | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    640000 | PA      | $655310.57    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp.                                                   | First American Financial Corp.                                                                                                | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    410000 | PA      | $397272.10    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco General SA                                                                 | Banco General SA                                                                                                              | CUSIP: N/A<br>LEI: 549300B5C08LGDFB7205       | Long             | DBT              | CORP              | PA        |    600000 | PA      | $596978.34    | 0.00%             | 2027-08-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                                                         | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    731000 | PA      | $797843.18    | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    915000 | PA      | $897081.33    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLPH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7439200 | PA      | $6685216.45   | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $891759.04    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2024-1, Class A4                                                                              | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1017468.26   | 0.00%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| QIIB Senior Oryx Ltd.                                                            | QIIB Senior Oryx Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300A07UNNRZ2DVQ26       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $820288.39    | 0.00%             | 2029-01-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $2096188.10   | 0.01%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1976214.25   | 0.01%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    835000 | PA      | $781128.31    | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2018-B2, Class A3                                                                 | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966039 | PA      | $958849.52    | 0.00%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $461453.04    | 0.00%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ashland, Inc.                                                                    | Ashland, Inc.                                                                                                                 | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    535000 | PA      | $490618.51    | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3976467 | PA      | $4051967.38   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 225                                                                           | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $707825.65    | 0.00%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M5D9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $50412.21     | 0.00%             | 2034-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co.                                                   | Indianapolis Power & Light Co.                                                                                                | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    680000 | PA      | $712316.25    | 0.00%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $996514.30    | 0.00%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L87K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13647 | PA      | $12796.31     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11534971 | PA      | $11813788.85  | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                                                  | KKR & Co., Inc.                                                                                                               | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    670000 | PA      | $663239.00    | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    810000 | PA      | $734151.58    | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    410000 | PA      | $347510.27    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                          | Empresa de los Ferrocarriles del Estado                                                                                       | CUSIP: N/A<br>LEI: 8755006LY8XNRFOGWN86       | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $255658.12    | 0.00%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5111213 | PA      | $5257749.13   | 0.01%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042624<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3600000 | PA      | $-3526620.05  | -0.01%            | 2056-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    995000 | PA      | $661829.12    | 0.00%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5025000 | PA      | $5508025.77   | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82718.15     | 0.00%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    375000 | PA      | $273900.84    | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448656.65    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    790000 | PA      | $732648.13    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    595000 | PA      | $619145.07    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    870000 | PA      | $870290.78    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1048000 | PA      | $1048275.97   | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                                      | Jamaica Government Bond                                                                                                       | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   1800000 | PA      | $2170539.36   | 0.01%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series N                                                                                            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $215223.96    | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1286895.24   | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    595000 | PA      | $568400.70    | 0.00%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1069627.96   | 0.00%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| James Hardie International Finance DAC                                           | James Hardie International Finance DAC                                                                                        | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    410000 | PA      | $409275.75    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    800000 | PA      | $885794.59    | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2612042.27   | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                                       | ANZ New Zealand Int'l Ltd.                                                                                                    | CUSIP: 00182EBV0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $200149.60    | 0.00%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    585000 | PA      | $586771.19    | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    915000 | PA      | $865177.44    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    609000 | PA      | $601297.08    | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1672398.11   | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1345000 | PA      | $1192988.56   | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    635000 | PA      | $646120.27    | 0.00%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1542951.16   | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    845000 | PA      | $757094.38    | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8KW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317954 | PA      | $329817.24    | 0.00%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    945000 | PA      | $970744.45    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA                                      | Empresa de Transporte de Pasajeros Metro SA                                                                                   | CUSIP: N/A<br>LEI: 959800T4M5QUPYMSCH69       | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $874748.72    | 0.00%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R32WTQNHNN5055       | Long             | DBT              | CORP              | BM        |    710000 | PA      | $715450.29    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2010A                                                                                   | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    805000 | PA      | $811150.26    | 0.00%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Speedway Motorsports LLC                                                         | Speedway Motorsports LLC                                                                                                      | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $363426.00    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| National Grid USA                                                                | National Grid USA                                                                                                             | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    193000 | PA      | $201972.44    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                                           | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   1165000 | PA      | $1095161.79   | 0.00%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    888000 | PA      | $1033014.52   | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                | Tencent Music Entertainment Group                                                                                             | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    705000 | PA      | $638942.11    | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1155000 | PA      | $1338840.29   | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264422.40    | 0.00%             | 2031-01-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QQZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3512172 | PA      | $3595870.96   | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    675000 | PA      | $715503.56    | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8137696 | PA      | $6946496.57   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    995000 | PA      | $625243.57    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793000 | PA      | $762358.89    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1400000 | PA      | $1446264.40   | 0.00%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $605626.60    | 0.00%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    450000 | PA      | $384520.89    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1040000 | PA      | $1094311.40   | 0.00%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Autoridad del Canal de Panama                                                    | Autoridad del Canal de Panama                                                                                                 | CUSIP: N/A<br>LEI: 549300W1ISP1PW2J2P64       | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $194710.01    | 0.00%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                                         | TCI Communications, Inc.                                                                                                      | CUSIP: 872287AL1<br>LEI: 549300T2R1ZBGV1UVE31 | Long             | DBT              | CORP              | US        |    695000 | PA      | $737648.82    | 0.00%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    762000 | PA      | $559681.68    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    887000 | PA      | $823287.68    | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Wolverine Escrow LLC                                                             | Wolverine Escrow LLC                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    508000 | PA      | $0.05         | 0.00%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $878468.10    | 0.00%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    439000 | PA      | $375750.04    | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Hengjian International Investment Ltd.                                           | Hengjian International Investment Ltd.                                                                                        | CUSIP: N/A<br>LEI: 3003009ZQDYGEQ6JXB25       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $402319.06    | 0.00%             | 2028-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                             | SA Global Sukuk Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $786503.45    | 0.00%             | 2030-09-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    888000 | PA      | $778589.39    | 0.00%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSAF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1498858 | PA      | $1562647.56   | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust, Series 2021-A2, Class A2                                                             | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $942159.99    | 0.00%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Prospect Capital Corp.                                                           | Prospect Capital Corp.                                                                                                        | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    455000 | PA      | $445327.57    | 0.00%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307PVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36778 | PA      | $36173.95     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    195000 | PA      | $196568.23    | 0.00%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1435000 | PA      | $1637453.62   | 0.00%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    660000 | PA      | $529126.56    | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3396679.69   | 0.01%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11115645 | PA      | $11007314.23  | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1542361.21   | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1559000 | PA      | $1675591.95   | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                                  | Concentra Health Services, Inc.                                                                                               | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    697000 | PA      | $730344.51    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class A4                                                              | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005418.76   | 0.00%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    610000 | PA      | $595467.76    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WNEK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31751 | PA      | $31570.43     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard International Finance LLC                                          | Pernod Ricard International Finance LLC                                                                                       | CUSIP: 71427QAB4<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1193091.34   | 0.00%             | 2031-04-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401737.47    | 0.00%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                                | Hertz Corp. (The)                                                                                                             | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1198226.17   | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                             | Bain Capital Specialty Finance, Inc.                                                                                          | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79997.05     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    710000 | PA      | $734075.33    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    868000 | PA      | $865441.38    | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                 | Murphy Oil Corp.                                                                                                              | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    342000 | PA      | $299107.28    | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    435000 | PA      | $413978.24    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RBD7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $801658.93    | 0.00%             | 2030-07-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490064D4J0UOZ7XS89       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $601651.30    | 0.00%             | 2030-11-10      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    879000 | PA      | $846541.89    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                             | Noble Finance II LLC                                                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1500837.54   | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    815000 | PA      | $781583.88    | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WG2T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1094288 | PA      | $1062527.49   | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $596806.34    | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    908000 | PA      | $808178.98    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp.                                                          | Louisiana-Pacific Corp.                                                                                                       | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    435000 | PA      | $422093.19    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| CGI, Inc.                                                                        | CGI, Inc.                                                                                                                     | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $577329.37    | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $750201.24    | 0.00%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1008464.50   | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $737160.18    | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                | Teledyne FLIR LLC                                                                                                             | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    660000 | PA      | $611282.95    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                               | HealthEquity, Inc.                                                                                                            | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    640000 | PA      | $624095.17    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                              | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: 579100KKDDKIFCBKB062       | Long             | DBT              | NUSS              | AR        |   1280000 | PA      | $1220287.67   | 0.00%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    720000 | PA      | $735265.89    | 0.00%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    610000 | PA      | $523015.03    | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | NUSS              | AR        |    300000 | PA      | $306269.65    | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    395000 | PA      | $403247.88    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    620000 | PA      | $659482.20    | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                               | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1619174.63   | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1115100.81   | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $357359.59    | 0.00%             | 2049-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8983 | PA      | $8762.24      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166347 | PA      | $157850.42    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 130548000 | PA      | $114729254.06 | 0.33%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    651000 | PA      | $581555.50    | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                                                         | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    760000 | PA      | $735537.86    | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1215000 | PA      | $1303884.49   | 0.00%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    500000 | PA      | $503126.87    | 0.00%             | 2028-09-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44714 | PA      | $44599.51     | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1708996.32   | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                                                                           | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $389134.73    | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $945365.09    | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    650000 | PA      | $572604.86    | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1790467.64   | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1400000 | PA      | $1487261.96   | 0.00%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $636533.86    | 0.00%             | 2049-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660265.49    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Georgetown University (The)                                                      | Georgetown University (The), Series A                                                                                         | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    260000 | PA      | $227808.26    | 0.00%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2014-181                                                                      | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $95653.71     | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    515000 | PA      | $515730.43    | 0.00%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1742788.76   | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $501886.94    | 0.00%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $768012.92    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294776.89    | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2108500 | PA      | $2108867.62   | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2K9<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457380.37    | 0.00%             | 2028-01-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576672.55    | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQKU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2041622 | PA      | $2051154.67   | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp., Series 2020                                                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    392000 | PA      | $258140.76    | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                   | LD Celulose International GmbH                                                                                                | CUSIP: N/A<br>LEI: 529900EHUSQJVOTP9J45       | Long             | DBT              | CORP              | AT        |    600000 | PA      | $632214.07    | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V11, Class A3                                                                           | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810000 | PA      | $1902459.27   | 0.01%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1001760.58   | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    958000 | PA      | $823112.98    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   1005000 | PA      | $1007056.83   | 0.00%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435554.23    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862515 | PA      | $781321.05    | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Axia Energia                                                                     | Axia Energia                                                                                                                  | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | DBT              | CORP              | BR        |    600000 | PA      | $582227.72    | 0.00%             | 2030-02-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROG Holdings, Inc.                                                              | PROG Holdings, Inc.                                                                                                           | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    624000 | PA      | $617445.83    | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    536000 | PA      | $541950.45    | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                                                                       | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |    565000 | PA      | $555881.29    | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664438.72    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                                      | Williamsburg Economic Development Authority, Series 2025                                                                      | CUSIP: 969672AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146622.90    | 0.00%             | 2035-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1300000 | PA      | $1322613.01   | 0.00%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    775000 | PA      | $563453.40    | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13296305 | PA      | $13748997.38  | 0.04%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    705000 | PA      | $733048.33    | 0.00%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229817 | PA      | $206819.80    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF Group SACA                                                                                                                | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $374157.17    | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    930000 | PA      | $955697.05    | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1052008.62   | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2023405.01   | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    495000 | PA      | $525626.87    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                                | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    555000 | PA      | $580563.30    | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133G6HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96550 | PA      | $93587.02     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp., Series D                                                                  | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    530000 | PA      | $532555.61    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                                                                   | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    425000 | PA      | $439161.94    | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                            | Hightower Holding LLC                                                                                                         | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    356000 | PA      | $356053.25    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2025-BNK49, Class A5                                                                                             | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1057889.29   | 0.00%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4605058 | PA      | $4374772.10   | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927651.72    | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | Agence Francaise de Developpement EPIC                                                                                        | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |   1600000 | PA      | $1602143.21   | 0.00%             | 2027-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613000 | PA      | $612933.90    | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $565246.36    | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23533293 | PA      | $19177722.53  | 0.05%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II BV                                                              | SABIC Capital II BV                                                                                                           | CUSIP: N/A<br>LEI: 2138005PCUTH59D4RJ83       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1006455.56   | 0.00%             | 2028-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   2317000 | PA      | $1556409.32   | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    555000 | PA      | $565091.48    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    735000 | PA      | $754831.76    | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   6212000 | PA      | $5478309.42   | 0.02%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1200000 | PA      | $1247687.82   | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    505000 | PA      | $513212.32    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    685000 | PA      | $671563.88    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8597 | PA      | $8783.89      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1800000 | PA      | $1831846.33   | 0.01%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7XS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337444 | PA      | $320055.40    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    965000 | PA      | $962958.50    | 0.00%             | 2031-09-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8BV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104177 | PA      | $101514.39    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    565000 | PA      | $587052.50    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34185000 | PA      | $33915258.98  | 0.10%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2154210 | PA      | $1909509.20   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    655000 | PA      | $654933.75    | 0.00%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                                     | EZCORP, Inc.                                                                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165256.99    | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60206 | PA      | $58420.84     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    865000 | PA      | $890220.86    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                   | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |    800000 | PA      | $840527.32    | 0.00%             | 2035-07-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $607717.53    | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605910.88    | 0.00%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    605000 | PA      | $601380.22    | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                                | Enstar Group Ltd.                                                                                                             | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $57337.50     | 0.00%             | 2045-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 36                                                                                     | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    830000 | PA      | $502035.45    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W12L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4382948 | PA      | $4198153.73   | 0.01%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                                            | Eagle Materials, Inc.                                                                                                         | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328188.00    | 0.00%             | 2036-03-15      | 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        |    492000 | PA      | $553245.16    | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc.                                                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2462668.00   | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Three Gorges Finance I Cayman Islands Ltd.                                       | Three Gorges Finance I Cayman Islands Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300FD0MPTWEITI779       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $369785.89    | 0.00%             | 2030-09-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                                    | Tenneco, Inc.                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1885404.83   | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $620903.91    | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1167022.46   | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2021-BN36, Class C                                                                                               | CUSIP: 06540DBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $414355.00    | 0.00%             | 2064-09-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300317.37    | 0.00%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    825000 | PA      | $837895.88    | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    947000 | PA      | $887141.12    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    420000 | PA      | $377129.96    | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218843.61    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    410000 | PA      | $411800.76    | 0.00%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    887000 | PA      | $664600.04    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    810000 | PA      | $767773.12    | 0.00%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO Global Funding                                                                                                            | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    545000 | PA      | $554153.31    | 0.00%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643745.58    | 0.00%             | 2077-12-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2509298 | PA      | $2264950.84   | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2656869.85   | 0.01%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619648.02    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    588000 | PA      | $600791.54    | 0.00%             | 2030-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                                                                     | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    969000 | PA      | $951857.75    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| South32 Treasury Ltd.                                                            | South32 Treasury Ltd.                                                                                                         | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    565000 | PA      | $550242.68    | 0.00%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                                            | AAR Escrow Issuer LLC                                                                                                         | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $667689.43    | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                                                     | Pattern Energy Operations LP                                                                                                  | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |    705000 | PA      | $698042.31    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2200000 | PA      | $2105508.16   | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    590000 | PA      | $421962.68    | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13243684 | PA      | $13019632.07  | 0.04%             | 2053-04-20      | Fixed         | 4.50%                 | 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        |    841000 | PA      | $850308.29    | 0.00%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | Americold Realty Operating Partnership LP                                                                                     | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    475000 | PA      | $466747.51    | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1024434.59   | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                                          | EnfraGen Energia Sur SA                                                                                                       | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $559313.16    | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    652000 | PA      | $562672.95    | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053972 | PA      | $915321.77    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $609383.17    | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $978290.70    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| County of Broward                                                                | County of Broward Airport System, Series 2019C                                                                                | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $844273.83    | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                      | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1352228.55   | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1769674.31   | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    680000 | PA      | $466347.73    | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FSH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78190 | PA      | $73422.47     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7510000 | PA      | $6187535.94   | 0.02%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | Banque Ouest Africaine de Developpement                                                                                       | CUSIP: 06675QAE3<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    420000 | PA      | $424725.00    | 0.00%             | 2055-02-13      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    846000 | PA      | $884456.39    | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                             | Cantor Fitzgerald LP                                                                                                          | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    915000 | PA      | $974303.33    | 0.00%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    525000 | PA      | $400735.56    | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    908000 | PA      | $907326.49    | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    650000 | PA      | $581391.24    | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                                   | Magyar Export-Import Bank Zrt.                                                                                                | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |   1200000 | PA      | $1231639.31   | 0.00%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                              | Pennsylvania State University (The), Series 2020D                                                                             | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    500000 | PA      | $387040.52    | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                                   | FactSet Research Systems, Inc.                                                                                                | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $572924.07    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    895000 | PA      | $753559.67    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co.                                                                  | Ohio Edison Co.                                                                                                               | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $394928.23    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP, Series J                                                                                            | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    735000 | PA      | $665543.23    | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                                            | Hudbay Minerals, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 894500LX3TMESP27BE29       | Long             | DBT              | CORP              | CA        |    535000 | PA      | $540956.12    | 0.00%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    855000 | PA      | $799965.41    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138MFPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11413 | PA      | $11299.57     | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                                    | Insulet Corp.                                                                                                                 | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161353.26    | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                       | Mercer International, Inc.                                                                                                    | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    440000 | PA      | $322920.74    | 0.00%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: —       |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    500000 | PA      | $433237.80    | 0.00%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    785000 | PA      | $821532.94    | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1513946.18   | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XUJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2841 | PA      | $2750.42      | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    405000 | PA      | $282419.95    | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46138506 | PA      | $37744137.45  | 0.11%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    535000 | PA      | $564360.51    | 0.00%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Hysan MTN Ltd.                                                                   | Hysan MTN Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2549006HEQ2V3JUMNQ45       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $561898.14    | 0.00%             | 2029-09-04      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                        | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1423213.28   | 0.00%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    705000 | PA      | $714415.22    | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $992175.66    | 0.00%             | 2031-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                            | TC Ziraat Bankasi A/S                                                                                                         | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $634825.97    | 0.00%             | 2034-08-02      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8256904 | PA      | $7340828.30   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |   1200000 | PA      | $1081413.08   | 0.00%             | 2030-10-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1181054.71   | 0.00%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    645000 | PA      | $499244.62    | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    520000 | PA      | $514862.20    | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0X49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2559313 | PA      | $2632465.92   | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $987379.72    | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SP PowerAssets Ltd.                                                              | SP PowerAssets Ltd.                                                                                                           | CUSIP: 78462QAE9<br>LEI: 635400GIJMVHO4MDQI52 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $788769.38    | 0.00%             | 2027-09-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1040076.17   | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K106, Class A2                      | CUSIP: 3137FRUT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3170000 | PA      | $2952509.33   | 0.01%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAX5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1026329.45   | 0.00%             | 2034-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    530000 | PA      | $548999.99    | 0.00%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    640000 | PA      | $622797.44    | 0.00%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $984554.58    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    755000 | PA      | $765140.64    | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C3, Class AS                                                                                 | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604000 | PA      | $629166.82    | 0.00%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                      | Emergent BioSolutions, Inc.                                                                                                   | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    470000 | PA      | $419247.59    | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $657677.74    | 0.00%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234896.44    | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    465000 | PA      | $470729.77    | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                                                                | CUSIP: 05971V2E4<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $416622.39    | 0.00%             | 2029-01-11      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1105289.10   | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance LLC                                                                                                         | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346293 | PA      | $89688.01     | 0.00%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Alpha Generation LLC                                                             | Alpha Generation LLC                                                                                                          | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    720000 | PA      | $724475.65    | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C30, Class AS                                                                               | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $522936.22    | 0.00%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $938292.69    | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                      | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    615000 | PA      | $620136.98    | 0.00%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C47, Class AS                                                              | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1989609.34   | 0.01%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    649000 | PA      | $628724.90    | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    870000 | PA      | $858522.70    | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp.                                                        | Precision Castparts Corp.                                                                                                     | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    215000 | PA      | $179631.33    | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1465000 | PA      | $1410902.47   | 0.00%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    715000 | PA      | $699378.43    | 0.00%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Spire Missouri, Inc.                                                             | Spire Missouri, Inc.                                                                                                          | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134799.43    | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | Board of Regents of the University of Texas System, Series 2020B                                                              | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    845000 | PA      | $519549.35    | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1675000 | PA      | $1801441.28   | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    670000 | PA      | $490930.02    | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    790000 | PA      | $803212.09    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EF Holdco                                                                        | EF Holdco                                                                                                                     | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $121606.47    | 0.00%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1080543.52   | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                | Uzbekneftegaz JSC                                                                                                             | CUSIP: N/A<br>LEI: 213800LUZJZFLJD4MJ51       | Long             | DBT              | NUSS              | UZ        |   1200000 | PA      | $1296658.88   | 0.00%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   1800000 | PA      | $1907628.50   | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $925350.38    | 0.00%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359443.22    | 0.00%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    695000 | PA      | $704329.72    | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $925716.31    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    347000 | PA      | $270455.31    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6302000 | PA      | $6191088.32   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $381052.60    | 0.00%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    655000 | PA      | $643979.63    | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    425000 | PA      | $435941.18    | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59409000 | PA      | $47852092.97  | 0.14%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $839635.76    | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series 2010-A                                                                        | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    814000 | PA      | $905217.41    | 0.00%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23500200 | PA      | $19150754.46  | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coastal Emerald Ltd.                                                             | Coastal Emerald Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 213800VJW5J633T5WS61       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $603429.61    | 0.00%             | 2028-04-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255884.40    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    612000 | PA      | $627925.72    | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $894375.08    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK plc (The)                                                       | Bidvest Group UK plc (The)                                                                                                    | CUSIP: N/A<br>LEI: 984500A80C777F496830       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407450.50    | 0.00%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451907.78    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    696600 | PA      | $658366.30    | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                                            | Progress Energy, Inc.                                                                                                         | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    440000 | PA      | $492683.96    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       960 | PA      | $959.20       | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    940000 | PA      | $1063736.92   | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    565000 | PA      | $603503.57    | 0.00%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    993000 | PA      | $861462.36    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768597.03    | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    855000 | PA      | $839685.98    | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    902000 | PA      | $721805.20    | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292086 | PA      | $273956.71    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1730000 | PA      | $1147146.70   | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| YI Bright International Ltd.                                                     | YI Bright International Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 300300WJ3Y9W361V6456       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $409724.22    | 0.00%             | 2027-06-20      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $1851645.00   | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    735000 | PA      | $748157.45    | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    805000 | PA      | $581804.97    | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    805000 | PA      | $715873.95    | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $453457.84    | 0.00%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH Equipment Trust, Series 2024-C, Class A3                                                                                  | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2005162.57   | 0.01%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    650000 | PA      | $655832.66    | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3620AQMP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8083 | PA      | $8111.89      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    690000 | PA      | $674523.28    | 0.00%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1175000 | PA      | $1205874.86   | 0.00%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Hutchison Whampoa International 03/33 Ltd.                                       | Hutchison Whampoa International 03/33 Ltd.                                                                                    | CUSIP: 44841SAC3<br>LEI: 254900B7MU61GFDN5511 | Long             | DBT              | CORP              | KY        |   1380000 | PA      | $1610744.98   | 0.00%             | 2033-11-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                                                  | Ingredion, Inc.                                                                                                               | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    719000 | PA      | $678320.07    | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    743000 | PA      | $834351.51    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $934047.27    | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88021000 | PA      | $88399215.23  | 0.25%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    823000 | PA      | $810066.72    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    795000 | PA      | $729860.79    | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Sodexo, Inc.                                                                     | Sodexo, Inc.                                                                                                                  | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204683.04    | 0.00%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   1000000 | PA      | $756742.95    | 0.00%             | 2041-10-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1115720.27   | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $846684.06    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    315000 | PA      | $243634.63    | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2593356.88   | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    788000 | PA      | $644148.53    | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nan Fung Treasury Ltd.                                                           | Nan Fung Treasury Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900S3BMA32ATT9Q05       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197788.69    | 0.00%             | 2027-10-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KSA Ijarah Sukuk Ltd.                                                            | KSA Ijarah Sukuk Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 558600OCHJOSSXHWLV71       | Long             | DBT              | NUSS              | KY        |    800000 | PA      | $795251.07    | 0.00%             | 2030-09-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584229.16    | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1060000 | PA      | $1202146.42   | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pioneer Reward Ltd.                                                              | Pioneer Reward Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 213800S7P8CY8UE2TH93       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $400279.11    | 0.00%             | 2028-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                       | Evergy Missouri West, Inc.                                                                                                    | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180522.28    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                           | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    870000 | PA      | $874686.87    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    261000 | PA      | $258848.72    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1320000 | PA      | $1315281.52   | 0.00%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                        | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    555000 | PA      | $554977.58    | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust                                 | World Omni Automobile Lease Securitization Trust, Series 2025-A, Class A3                                                     | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403076.50    | 0.00%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2G4<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287444.65    | 0.00%             | 2028-06-09      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $927046.40    | 0.00%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    685000 | PA      | $465442.56    | 0.00%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $970848.60    | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    659000 | PA      | $670717.13    | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175914.15    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    800000 | PA      | $899143.27    | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |   1100000 | PA      | $1102928.53   | 0.00%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    625000 | PA      | $537456.58    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326792.43    | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1039857.20   | 0.00%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    845000 | PA      | $871334.25    | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1010878.80   | 0.00%             | 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        |    885000 | PA      | $873730.46    | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Tongyang Life Insurance Co. Ltd.                                                 | Tongyang Life Insurance Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $415651.30    | 0.00%             | 2035-05-07      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    775000 | PA      | $787600.70    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    507000 | PA      | $580186.47    | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                           | Chart Industries, Inc.                                                                                                        | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    475000 | PA      | $500065.71    | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356585.47    | 0.00%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    685000 | PA      | $705353.94    | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| C&W Senior Finance Ltd.                                                          | C&W Senior Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 213800CG16G1YMJRCG10       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $831136.71    | 0.00%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $448013.30    | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |   1510000 | PA      | $1513669.09   | 0.00%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    470000 | PA      | $451323.54    | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp. A Mutual Legal Reserve Co.                             | Health Care Service Corp. A Mutual Legal Reserve Co.                                                                          | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    860000 | PA      | $875666.70    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $508510.18    | 0.00%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    870000 | PA      | $897723.96    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                                                                       | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422120.68    | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                                   | SRC Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |   1400000 | PA      | $1396627.96   | 0.00%             | 2029-04-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB International Finance BV                                                                                                  | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    802000 | PA      | $691934.60    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1500065.43   | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                                          | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    770000 | PA      | $841222.98    | 0.00%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                               | Arches Buyer, Inc.                                                                                                            | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $998562.76    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    620000 | PA      | $618308.33    | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | Air Liquide Finance SA                                                                                                        | CUSIP: 00913RAF3<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $938315.63    | 0.00%             | 2029-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                                                                | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    690000 | PA      | $710321.65    | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1695747.34   | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals                                                                                                         | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    765000 | PA      | $663308.09    | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    450000 | PA      | $417213.86    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1200000 | PA      | $987580.04    | 0.00%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1178041.68   | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    827000 | PA      | $765429.03    | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    443396 | PA      | $405553.15    | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                    | Fortress Intermediate 3, Inc.                                                                                                 | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    860000 | PA      | $877319.66    | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1115000 | PA      | $956591.45    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    550000 | PA      | $585641.19    | 0.00%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                       | Amneal Pharmaceuticals LLC                                                                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173766.47    | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1873241.27   | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453821.91    | 0.00%             | 2027-10-02      | Fixed         | 3.15%                 | 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        |   1400000 | PA      | $1506901.36   | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |   1200000 | PA      | $1043967.10   | 0.00%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    935000 | PA      | $919375.51    | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433844.70    | 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        |    805000 | PA      | $849003.27    | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4603134 | PA      | $3641848.53   | 0.01%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    555000 | PA      | $554749.51    | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    855000 | PA      | $881950.38    | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    702000 | PA      | $702905.68    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    690000 | PA      | $714276.07    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                           | Republic of Kazakhstan                                                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   1200000 | PA      | $1210037.61   | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    512000 | PA      | $342660.18    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1085989.51   | 0.00%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $801904.10    | 0.00%             | 2032-01-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428142.32    | 0.00%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    442000 | PA      | $477545.61    | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA, Series 2034                                                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    569000 | PA      | $557456.38    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                                                                | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $548597.84    | 0.00%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    800000 | PA      | $850049.97    | 0.00%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    888000 | PA      | $649825.55    | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    680000 | PA      | $599044.83    | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    325000 | PA      | $280415.72    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15250320 | PA      | $12490586.48  | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    950000 | PA      | $670112.59    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk Ltd.                                                                 | Sobha Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 5493000HMN2AOHV8GU08       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $419180.74    | 0.00%             | 2028-07-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                                    | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $240295.43    | 0.00%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                            | Global Infrastructure Solutions, Inc.                                                                                         | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    320000 | PA      | $342915.02    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    505000 | PA      | $500685.07    | 0.00%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1970000 | PA      | $2028853.11   | 0.01%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353273.77    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| City of Atlanta Water & Wastewater                                               | City of Atlanta Water & Wastewater, Series 2020                                                                               | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $101847.50    | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1430000 | PA      | $1444279.23   | 0.00%             | 2028-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1349254.65   | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    670000 | PA      | $675225.58    | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                            | Coinbase Global, Inc.                                                                                                         | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    755000 | PA      | $667965.21    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $601019.59    | 0.00%             | 2028-11-12      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    770000 | PA      | $806344.56    | 0.00%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                  | CoreCivic, Inc.                                                                                                               | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    510000 | PA      | $534336.34    | 0.00%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    541043 | PA      | $507999.52    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                                  | CUSIP: 50050HAX4<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $207372.28    | 0.00%             | 2029-05-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    185000 | PA      | $186960.60    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    575000 | PA      | $615791.77    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    895000 | PA      | $578397.64    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    655000 | PA      | $577510.95    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    620000 | PA      | $607330.50    | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1790000 | PA      | $1832822.60   | 0.01%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K515, Class A2                      | CUSIP: 3137HBPD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2076551.59   | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4893902 | PA      | $4072270.13   | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J93T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1675679 | PA      | $1631687.71   | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                                                | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    815000 | PA      | $856493.89    | 0.00%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                       | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1015000 | PA      | $1047756.80   | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2002000 | PA      | $2094283.85   | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires                                                  | Ciudad Autonoma De Buenos Aires                                                                                               | CUSIP: N/A<br>LEI: 5299007MC8RF52X0ON96       | Long             | DBT              | NUSS              | AR        |    600000 | PA      | $616162.03    | 0.00%             | 2033-11-26      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441263.74    | 0.00%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    773000 | PA      | $668548.53    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                            | Kaiser Aluminum Corp.                                                                                                         | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $574490.10    | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    545000 | PA      | $430201.95    | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1109547.32   | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1160661.18   | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2Z1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    665000 | PA      | $678858.46    | 0.00%             | 2029-01-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2450000 | PA      | $2532827.55   | 0.01%             | 2028-08-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1053104.68   | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                                | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $988802.39    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2200000 | PA      | $1346788.60   | 0.00%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                                                                | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |   2120000 | PA      | $2146863.54   | 0.01%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1050554.48   | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    770000 | PA      | $680901.08    | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    800000 | PA      | $809372.20    | 0.00%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Transelec SA                                                                     | Transelec SA                                                                                                                  | CUSIP: 89366LAE4<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    564000 | PA      | $551463.18    | 0.00%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BBK BSC                                                                          | BBK BSC                                                                                                                       | CUSIP: N/A<br>LEI: 549300MCPF5HTBF8ZR90       | Long             | DBT              | CORP              | BH        |    600000 | PA      | $617588.15    | 0.00%             | 2029-06-06      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1345000 | PA      | $1300086.41   | 0.00%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health, Inc.                                                   | Bon Secours Mercy Health, Inc., Series 2018                                                                                   | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    351000 | PA      | $352462.39    | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133080.81    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | Essential Properties LP                                                                                                       | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300875.52    | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13094507 | PA      | $10624087.91  | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    685000 | PA      | $580916.24    | 0.00%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    411200 | PA      | $424279.19    | 0.00%             | 2048-03-27      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 24 Ltd.                                               | CK Hutchison International 24 Ltd.                                                                                            | CUSIP: 17887UAB1<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1145911.89   | 0.00%             | 2034-04-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    485000 | PA      | $496386.49    | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KEFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3317028 | PA      | $2971701.88   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                 | Grupo Nutresa SA                                                                                                              | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |   1400000 | PA      | $1564100.15   | 0.00%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1429221.49   | 0.00%             | 2027-03-22      | Fixed         | 3.05%                 | 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        |    340000 | PA      | $343454.70    | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                               | Hormel Foods Corp.                                                                                                            | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    817000 | PA      | $777744.20    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    291000 | PA      | $245825.98    | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1743849.30   | 0.00%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025H                                                                                                | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    230000 | PA      | $243671.25    | 0.00%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    785000 | PA      | $787720.21    | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241287.83    | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    940000 | PA      | $658451.91    | 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        |    420000 | PA      | $435372.17    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    684000 | PA      | $683802.20    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1414156 | PA      | $1320312.47   | 0.00%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2165000 | PA      | $2452078.56   | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 254900287ZNSGVP1R341       | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1100672.76   | 0.00%             | 2047-03-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2021-M17, Class A2                                     | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4440329.06   | 0.01%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                                                           | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    756000 | PA      | $761090.85    | 0.00%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BSF Sukuk Co. Ltd.                                                               | BSF Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 2549001XXO8PLKLMHF84       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $803760.07    | 0.00%             | 2028-05-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                  | CoreCivic, Inc.                                                                                                               | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294453.98    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    569000 | PA      | $453543.16    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Indiana University Health, Inc. Obligated Group                                  | Indiana University Health, Inc. Obligated Group                                                                               | CUSIP: 455170AA8<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |    590000 | PA      | $470488.44    | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    930000 | PA      | $919333.02    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                             | Avery Dennison Corp.                                                                                                          | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    705000 | PA      | $658723.48    | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 116960000 | PA      | $117069650.00 | 0.33%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    535000 | PA      | $511529.57    | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50700000 | PA      | $49911773.44  | 0.14%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 38                                                                                     | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436900.46    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Integris Baptist Medical Center, Inc.                                            | Integris Baptist Medical Center, Inc., Series A                                                                               | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    525000 | PA      | $385584.92    | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $1617710.04   | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2024                                                                                              | CUSIP: 13063EBQ8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1047658.62   | 0.00%             | 2034-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    430000 | PA      | $445218.75    | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    565000 | PA      | $527650.86    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $1439794.05   | 0.00%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1055000 | PA      | $1053194.43   | 0.00%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |   1000000 | PA      | $1058058.02   | 0.00%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    858511 | PA      | $812648.76    | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    190000 | PA      | $189665.02    | 0.00%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1034247.57   | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    865000 | PA      | $816704.71    | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1036247.35   | 0.00%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                                    | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    700000 | PA      | $805809.69    | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956690.75    | 0.00%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    865000 | PA      | $775696.35    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WLBG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239907 | PA      | $226684.85    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    470000 | PA      | $392309.27    | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    510000 | PA      | $477808.44    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                              | Republic of Armenia                                                                                                           | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |    800000 | PA      | $833914.92    | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $946548.09    | 0.00%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class B                                                    | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1176615.42   | 0.00%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECK9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    695000 | PA      | $707114.65    | 0.00%             | 2034-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| EMD Finance LLC                                                                  | EMD Finance LLC                                                                                                               | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451486.51    | 0.00%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2322417 | PA      | $2001340.71   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                      | Avnet, Inc.                                                                                                                   | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    695000 | PA      | $720381.33    | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1145784.08   | 0.00%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1293321.73   | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17241961 | PA      | $17697865.83  | 0.05%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    620000 | PA      | $507190.97    | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    729000 | PA      | $563552.88    | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XW5W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5666 | PA      | $5524.22      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1227188.34   | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1087019.24   | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    650000 | PA      | $587904.82    | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5169927 | PA      | $4280356.38   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $397291.38    | 0.00%             | 2096-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    466000 | PA      | $396933.89    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1007268.14   | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    570000 | PA      | $593752.78    | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $774900.80    | 0.00%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $209451.78    | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                                                  | TransAlta Corp.                                                                                                               | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    297000 | PA      | $297504.56    | 0.00%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1330000 | PA      | $1209001.36   | 0.00%             | 2031-03-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1223701.19   | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1296537.52   | 0.00%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    695000 | PA      | $426900.43    | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| China CITIC Bank International Ltd.                                              | China CITIC Bank International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 54930034UPFJV0NHXV95       | Long             | DBT              | CORP              | HK        |    500000 | PA      | $522834.71    | 0.00%             | 2033-12-05      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| COSL Singapore Capital Ltd.                                                      | COSL Singapore Capital Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 300300WB9ZSCZYXDFJ80       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $555149.91    | 0.00%             | 2030-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    457000 | PA      | $443197.64    | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                                         | Ken Garff Automotive LLC                                                                                                      | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $432251.04    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    935000 | PA      | $976460.05    | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $607416.50    | 0.00%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1480000 | PA      | $1520514.14   | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    435000 | PA      | $446568.81    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Castle Peak Power Finance Co. Ltd.                                               | Castle Peak Power Finance Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900LYMFL8O07R2452       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $396067.76    | 0.00%             | 2027-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    651000 | PA      | $670555.87    | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    510000 | PA      | $521562.50    | 0.00%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series O                                                                                            | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    610000 | PA      | $514099.63    | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1279161.98   | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | Snam SpA                                                                                                                      | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $626730.70    | 0.00%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440440.72    | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                               | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1918028.89   | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    770000 | PA      | $790018.81    | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    970000 | PA      | $956263.07    | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAL4<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   1000000 | PA      | $1007919.63   | 0.00%             | 2028-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    695000 | PA      | $734698.65    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1434488.61   | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                            | Volcan Cia Minera SAA                                                                                                         | CUSIP: N/A<br>LEI: 549300XKJ91C4SZLG750       | Long             | DBT              | CORP              | PE        |    800000 | PA      | $828128.08    | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                                  | Agricultural Bank of China Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $392664.72    | 0.00%             | 2027-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |   1200000 | PA      | $1160017.49   | 0.00%             | 2029-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1136547.10   | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                               | ITC Holdings Corp.                                                                                                            | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415928.29    | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1400000 | PA      | $1264837.38   | 0.00%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    740000 | PA      | $745192.34    | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley, Series I                                                                                                      | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2637576.08   | 0.01%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315744.29    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3618000 | PA      | $3323586.60   | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2000000 | PA      | $1227692.55   | 0.00%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                                                    | Oshkosh Corp.                                                                                                                 | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    480000 | PA      | $458130.54    | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7017823 | PA      | $5753606.52   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                                                           | Republic of Azerbaijan                                                                                                        | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |    200000 | PA      | $203199.52    | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    830000 | PA      | $901914.28    | 0.00%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $447755.11    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208900.49    | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                  | National Health Investors, Inc.                                                                                               | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200151.07    | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1025473.75   | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FIVE Mortgage Trust                                                              | FIVE Mortgage Trust, Series 2023-V1, Class A3                                                                                 | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $307518.20    | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20028 | PA      | $19976.77     | 0.00%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1235358.31   | 0.00%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7942883 | PA      | $6882093.24   | 0.02%             | 2052-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Doha Finance Ltd.                                                                | Doha Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300C2SXK7TLB4RX62       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $609934.29    | 0.00%             | 2029-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                                                | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    375000 | PA      | $378391.52    | 0.00%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                               | RWE Finance US LLC                                                                                                            | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    940000 | PA      | $933694.14    | 0.00%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    610000 | PA      | $616235.51    | 0.00%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | Landeskreditbank Baden-Wuerttemberg Foerderbank                                                                               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | NUSS              | DE        |    475000 | PA      | $446631.14    | 0.00%             | 2028-10-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    957000 | PA      | $866118.56    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1200000 | PA      | $1283670.85   | 0.00%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $835067.81    | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4542820 | PA      | $4676623.51   | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225814.43    | 0.00%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $976685.38    | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EnQuest plc                                                                      | EnQuest plc                                                                                                                   | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $464507.41    | 0.00%             | 2027-11-01      | Fixed         | 11.62%                | No            |                  2 | On Loan: —       |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    610000 | PA      | $633264.41    | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology, Series F                                                                               | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    330000 | PA      | $222935.67    | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                                  | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    495000 | PA      | $525502.95    | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209509 | PA      | $196735.87    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | California Institute of Technology                                                                                            | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    158000 | PA      | $126666.26    | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    485000 | PA      | $498857.24    | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1380784.82   | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    625000 | PA      | $621785.23    | 0.00%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253131.76    | 0.00%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $791742.31    | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | NUSS              | DE        |   1880000 | PA      | $1839097.86   | 0.01%             | 2029-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1850000 | PA      | $1396837.89   | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1800997 | PA      | $1657933.24   | 0.00%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBL0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $504204.17    | 0.00%             | 2034-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spire Missouri, Inc.                                                             | Spire Missouri, Inc., Series 2034                                                                                             | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382347.87    | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 6325C0DJ7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1133000 | PA      | $1130319.75   | 0.00%             | 2027-01-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    664000 | PA      | $612069.92    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    345000 | PA      | $293782.96    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Seadrill Finance Ltd.                                                            | Seadrill Finance Ltd.                                                                                                         | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    585000 | PA      | $612037.22    | 0.00%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V14, Class A3                                                                           | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $513297.62    | 0.00%             | 2057-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    640000 | PA      | $638719.96    | 0.00%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1273857.66   | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    695000 | PA      | $695303.87    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224768.13    | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351811.95    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    930000 | PA      | $973443.37    | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    945000 | PA      | $959933.03    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1649531.15   | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $672721.65    | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                                                                         | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $212242.94    | 0.00%             | 2033-01-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    798000 | PA      | $783111.00    | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA                                                                 | Citizens Bank NA                                                                                                              | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250377.36    | 0.00%             | 2029-01-29      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                      | Saks Global Enterprises LLC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    700130 | PA      | $701839.51    | 0.00%             | 2079-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    180000 | PA      | $193246.78    | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    708000 | PA      | $701768.98    | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    850000 | PA      | $877607.99    | 0.00%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3479687.50   | 0.01%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                           | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1324752.82   | 0.00%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   1600000 | PA      | $1657680.85   | 0.00%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Seagate Data Storage Technology Pte. Ltd.                                        | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    350000 | PA      | $360952.09    | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    875000 | PA      | $915569.23    | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Slovenia                                                             | Slovenia Government Bond                                                                                                      | CUSIP: 831594AH9<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |   1000000 | PA      | $1037284.03   | 0.00%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    544000 | PA      | $436707.95    | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority, Series 2019T                                                                                      | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     55000 | PA      | $46495.01     | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1170000 | PA      | $1188878.84   | 0.00%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1070000 | PA      | $1094236.38   | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    875000 | PA      | $877018.49    | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                                 | Florida Gas Transmission Co. LLC                                                                                              | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    710000 | PA      | $655972.75    | 0.00%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    658000 | PA      | $603501.19    | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    635000 | PA      | $382871.43    | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                 | Hackensack Meridian Health, Inc., Series 2020                                                                                 | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    567000 | PA      | $358296.67    | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    840000 | PA      | $887810.67    | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1296854.96   | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55395000 | PA      | $56844791.02  | 0.16%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    550000 | PA      | $462217.54    | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    492284 | PA      | $487575.64    | 0.00%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1873000 | PA      | $1876266.78   | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    940000 | PA      | $982019.98    | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    429000 | PA      | $452756.90    | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $30016875.00  | 0.09%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1594878 | PA      | $1316782.63   | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    740000 | PA      | $764684.65    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    395000 | PA      | $422793.07    | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1021309.24   | 0.00%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1020093.36   | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346560.81    | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    745000 | PA      | $735716.78    | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    400000 | PA      | $371928.12    | 0.00%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAD3<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142574.87    | 0.00%             | 2054-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    745000 | PA      | $666220.87    | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1301332.32   | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caja de Compensacion de Asignacion Familiar de Los Andes                         | Caja de Compensacion de Asignacion Familiar de Los Andes                                                                      | CUSIP: N/A<br>LEI: 549300VGDEQ1WZPVLL10       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $211734.07    | 0.00%             | 2029-07-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2260232.49   | 0.01%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| ATP Tower Holdings                                                               | ATP Tower Holdings                                                                                                            | CUSIP: N/A<br>LEI: 254900CIKL1FQZ45N873       | Long             | DBT              | CORP              | US        |    500000 | PA      | $515134.48    | 0.00%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: 74727PAR2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1000000 | PA      | $1072626.91   | 0.00%             | 2042-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| EnerSys                                                                          | EnerSys                                                                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308502.18    | 0.00%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $518641.18    | 0.00%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    890000 | PA      | $778468.73    | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 05-A                                                                        | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317620.51    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1036455.59   | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                  | South Bow Canadian Infrastructure Holdings Ltd.                                                                               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $703211.78    | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51062 | PA      | $48549.81     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1047026.98   | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    880000 | PA      | $859031.32    | 0.00%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $421537.88    | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    535000 | PA      | $556285.61    | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SGM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16685 | PA      | $16112.29     | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    618000 | PA      | $610376.60    | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $564329.68    | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $506445.23    | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73822 | PA      | $71544.30     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   1280000 | PA      | $371390.04    | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                                     | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268322.33    | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8ST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160536 | PA      | $158492.30    | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                           | Engie Energia Chile SA                                                                                                        | CUSIP: N/A<br>LEI: 5493000FIKCC3ZDWTO77       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $379111.95    | 0.00%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    625000 | PA      | $632939.17    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    773000 | PA      | $738914.46    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    935000 | PA      | $966033.79    | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $1992809.18   | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                         | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    923000 | PA      | $916203.53    | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    805000 | PA      | $752439.66    | 0.00%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFJ7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580646.23    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                                              | Victra Holdings LLC                                                                                                           | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |    465000 | PA      | $489827.65    | 0.00%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co., Series K                                                                                          | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    466000 | PA      | $406358.42    | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3131XVS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326564 | PA      | $306654.75    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $536005.33    | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2183959.44   | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2024-1, Class A                                                                    | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637244 | PA      | $653361.32    | 0.00%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32857000 | PA      | $33041820.63  | 0.09%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    545000 | PA      | $483428.36    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1311538.11   | 0.00%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                             | Murphy Oil USA, Inc.                                                                                                          | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    591000 | PA      | $554725.08    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444066.28    | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    785000 | PA      | $799082.44    | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XYAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312204 | PA      | $317893.98    | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   2200000 | PA      | $2268659.22   | 0.01%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   4200000 | PA      | $4245638.24   | 0.01%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                                     | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    520000 | PA      | $537169.56    | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11975749 | PA      | $9784354.15   | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2000000 | PA      | $2067096.07   | 0.01%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $410953.72    | 0.00%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1030000 | PA      | $1086292.16   | 0.00%             | 2035-01-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291067 | PA      | $282096.27    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $371790.85    | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3168733.75   | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHTQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19132896 | PA      | $16403620.20  | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                                                                | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    604000 | PA      | $597237.17    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                                                | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272706.13    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1291724 | PA      | $1173742.49   | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $485797.15    | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    655000 | PA      | $655056.62    | 0.00%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    465000 | PA      | $429269.45    | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2T5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    480000 | PA      | $481970.37    | 0.00%             | 2027-09-12      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMXX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14754532 | PA      | $12683098.31  | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1737274.91   | 0.00%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |   4291100 | PA      | $3904553.69   | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    661000 | PA      | $584310.74    | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    748000 | PA      | $744711.69    | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $346341.02    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. LLC                                                   | Blackstone Reg Finance Co. LLC                                                                                                | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    415000 | PA      | $410130.25    | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $936316.04    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC Petroleum North America ULC                                                                                             | CUSIP: 65334HAA0<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $189027.60    | 0.00%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    815000 | PA      | $835739.67    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    710000 | PA      | $682869.93    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc.                                                                                                          | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171022.03    | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2025B                                                                              | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    500000 | PA      | $515554.89    | 0.00%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11080 | PA      | $10855.15     | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    400000 | PA      | $344152.93    | 0.00%             | 2051-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   3964000 | PA      | $3917285.31   | 0.01%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1800000 | PA      | $1908318.84   | 0.01%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAK Capital                                                                      | RAK Capital                                                                                                                   | CUSIP: N/A<br>LEI: 549300F0KUUDMGB5G459       | Long             | DBT              | NUSS              | KY        |   1000000 | PA      | $1022966.77   | 0.00%             | 2035-03-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1399400.42   | 0.00%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7RH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5702 | PA      | $5339.82      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    625000 | PA      | $648066.11    | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1090000 | PA      | $1117605.70   | 0.00%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61463000 | PA      | $62937151.64  | 0.18%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    745000 | PA      | $724194.64    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    658000 | PA      | $654456.31    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1265334.81   | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    874000 | PA      | $842809.97    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                    | Nordson Corp.                                                                                                                 | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517527.42    | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1144987.47   | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2200000 | PA      | $2169927.28   | 0.01%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    630000 | PA      | $628663.17    | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399475.84    | 0.00%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    810000 | PA      | $737686.59    | 0.00%             | 2047-07-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1451687.83   | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series B                                                                                                    | CUSIP: 04352EAA3<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    747000 | PA      | $708638.62    | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1119592.88   | 0.00%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356673.52    | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433533.92    | 0.00%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2046000 | PA      | $1610697.27   | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315350.68    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                           | Compass Group Diversified Holdings LLC                                                                                        | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    972754 | PA      | $907257.31    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1141250 | PA      | $1053057.46   | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1418208 | PA      | $1423039.99   | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Geothermal Energy PT                                                   | Pertamina Geothermal Energy PT                                                                                                | CUSIP: N/A<br>LEI: 2549009CVV6Y7H26NV14       | Long             | DBT              | CORP              | ID        |    400000 | PA      | $405674.51    | 0.00%             | 2028-04-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                                    | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    880000 | PA      | $925728.99    | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    945000 | PA      | $885756.92    | 0.00%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1704328 | PA      | $1577569.15   | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust, Series 2024-C, Class A3                                                                               | CUSIP: 477911AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2140000 | PA      | $2146822.75   | 0.01%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    801000 | PA      | $782540.14    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $794386.64    | 0.00%             | 2033-04-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    865000 | PA      | $855879.46    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $334416.52    | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series I                                                                         | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $614556.80    | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    453211 | PA      | $396206.57    | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1063797.97   | 0.00%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                       | Patterson-UTI Energy, Inc.                                                                                                    | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    449000 | PA      | $454259.88    | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    910000 | PA      | $917739.32    | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4410527 | PA      | $4084237.87   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    495000 | PA      | $518869.56    | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises, Inc.                                                       | Colonial Enterprises, Inc.                                                                                                    | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $311931.71    | 0.00%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3315095.85   | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308640.66    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307277.86    | 0.00%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2TM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    263540 | PA      | $255239.39    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class B                                                                               | CUSIP: 05554VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $723537.59    | 0.00%             | 2057-03-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1864763.66   | 0.01%             | 2034-07-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1195711.33   | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire                                                                                           | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    645000 | PA      | $671111.36    | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alinma Sukuk Ltd.                                                                | Alinma Sukuk Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300UOBOJVBACQKT03       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $399269.34    | 0.00%             | 2035-11-10      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                                                                        | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    720000 | PA      | $668885.34    | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    895000 | PA      | $855721.88    | 0.00%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                                            | Aegon Funding Co. LLC                                                                                                         | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608666.82    | 0.00%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    629000 | PA      | $629732.56    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2500000 | PA      | $2379885.66   | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1273841.59   | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    620000 | PA      | $569083.89    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co.                                                                                                              | CUSIP: 641423CH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35339.36     | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    551000 | PA      | $534744.28    | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QAW97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144179 | PA      | $135415.64    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    435200 | PA      | $435200.00    | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    440000 | PA      | $447087.26    | 0.00%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182986 | PA      | $177573.81    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    583000 | PA      | $525318.79    | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    575000 | PA      | $555434.43    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $416890.43    | 0.00%             | 2029-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                   | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1185806.75   | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                               | Wildfire Intermediate Holdings LLC                                                                                            | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    615000 | PA      | $623980.83    | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066CAR0<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $536225.70    | 0.00%             | 2031-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $677459.61    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2125000 | PA      | $1751570.15   | 0.00%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243180.68    | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    785000 | PA      | $870718.17    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2799152.45   | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1815000 | PA      | $1790383.18   | 0.01%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $181306.96    | 0.00%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175285.70    | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                             | Bain Capital Specialty Finance, Inc.                                                                                          | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147427.14    | 0.00%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23325000 | PA      | $23858488.47  | 0.07%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    770000 | PA      | $767695.45    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    760000 | PA      | $725092.62    | 0.00%             | 2052-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519356.95    | 0.00%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $902858.50    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                                                                     | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    920000 | PA      | $777086.66    | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    535000 | PA      | $537982.63    | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $535625.58    | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $793000.04    | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    758000 | PA      | $660183.63    | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    640000 | PA      | $645037.27    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    605000 | PA      | $445327.12    | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50232000 | PA      | $50742168.75  | 0.14%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                                                                | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    465000 | PA      | $470431.60    | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Moss Creek Resources Holdings, Inc.                                              | Moss Creek Resources Holdings, Inc.                                                                                           | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    765000 | PA      | $743762.06    | 0.00%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                        | USI, Inc.                                                                                                                     | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    640000 | PA      | $670956.02    | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    452000 | PA      | $370834.47    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346673.38    | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   2771000 | PA      | $2589171.60   | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559259.93    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1575000 | PA      | $1829314.24   | 0.01%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    780000 | PA      | $696899.82    | 0.00%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| China Ping An Insurance Overseas Holdings Ltd.                                   | China Ping An Insurance Overseas Holdings Ltd.                                                                                | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $549752.03    | 0.00%             | 2031-08-12      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    930000 | PA      | $959250.78    | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1884297.20   | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $449325.76    | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                       | Industrial & Commercial Bank of China Ltd.                                                                                    | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    750000 | PA      | $745031.29    | 0.00%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AL9<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $869253.58    | 0.00%             | 2028-03-09      | Fixed         | 5.43%                 | No            |                  2 | On Loan: —       |
| Travelers Property Casualty Corp.                                                | Travelers Property Casualty Corp.                                                                                             | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622000 | PA      | $696868.60    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 20 Ltd.                                               | CK Hutchison International 20 Ltd.                                                                                            | CUSIP: 12564HAA3<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |    855000 | PA      | $795666.85    | 0.00%             | 2030-05-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2321675 | PA      | $2359860.94   | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K141, Class A1                      | CUSIP: 3137H6S63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2179449 | PA      | $2089189.96   | 0.01%             | 2031-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $918091.76    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    900000 | PA      | $826245.17    | 0.00%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                                       | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    405000 | PA      | $364817.33    | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    266000 | PA      | $221557.69    | 0.00%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | Block Financial LLC                                                                                                           | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $496867.22    | 0.00%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    995000 | PA      | $767489.54    | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358899.94    | 0.00%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                          | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   1471000 | PA      | $1684675.08   | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4010851 | PA      | $3452619.43   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    560000 | PA      | $577517.62    | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    355000 | PA      | $374673.43    | 0.00%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | Oregon State University, Series 2020                                                                                          | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    200000 | PA      | $139611.19    | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| IsDB Trust Services No. 2 SARL                                                   | IsDB Trust Services No. 2 SARL                                                                                                | CUSIP: N/A<br>LEI: 222100S88XMYHA1E3547       | Long             | DBT              | NUSS              | LU        |   1200000 | PA      | $1231977.89   | 0.00%             | 2028-10-03      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424738.65    | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSUA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12097683 | PA      | $12464272.08  | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    644000 | PA      | $625560.42    | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $408131.88    | 0.00%             | 2032-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556917.86    | 0.00%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    410000 | PA      | $337198.08    | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1228113.77   | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |   1050000 | PA      | $1056873.93   | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                              | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300524.20    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-H3, Class A5                                                                      | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999273.64    | 0.00%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    253000 | PA      | $292973.52    | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    980000 | PA      | $975929.95    | 0.00%             | 2028-04-06      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                                                                | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1205552.44   | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | State of Oregon, Series 2003                                                                                                  | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    389086 | PA      | $395146.80    | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    830000 | PA      | $847089.86    | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class A4                                                                     | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991055.08    | 0.00%             | 2050-06-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                                              | Novant Health, Inc.                                                                                                           | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144116.11    | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1603313 | PA      | $1308139.70   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | Synchrony Card Issuance Trust, Series 2025-A3, Class A                                                                        | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $275983.49    | 0.00%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $680606.71    | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    390000 | PA      | $297519.24    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1077417.55   | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    853000 | PA      | $842224.42    | 0.00%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93983500 | PA      | $95371225.12  | 0.27%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    650000 | PA      | $656124.12    | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    565000 | PA      | $555214.94    | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1021650.95   | 0.00%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $402446.83    | 0.00%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1015000 | PA      | $1084849.39   | 0.00%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391120.29    | 0.00%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    336000 | PA      | $337998.07    | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $257747.82    | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    445000 | PA      | $444406.17    | 0.00%             | 2047-01-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QF2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2023354 | PA      | $1805612.13   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    940000 | PA      | $965961.94    | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QREH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11801034 | PA      | $11902807.87  | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                                    | System Energy Resources, Inc.                                                                                                 | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $461968.36    | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                                   | American Financial Group, Inc.                                                                                                | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332742.12    | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MBG1<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    734000 | PA      | $729336.45    | 0.00%             | 2027-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3226937.04   | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    775000 | PA      | $773503.51    | 0.00%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp., Series K                                                                                | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    660000 | PA      | $664797.09    | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2164402.97   | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7248943 | PA      | $6546017.87   | 0.02%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $807757.30    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2468000 | PA      | $1523977.93   | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    970000 | PA      | $987399.28    | 0.00%             | 2030-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    401000 | PA      | $346504.08    | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181068.41    | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CFAMC IV Co. Ltd.                                                                | CFAMC IV Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | VG        |    700000 | PA      | $697675.08    | 0.00%             | 2029-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2011CC                                                                | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    975000 | PA      | $979462.23    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2098393.37   | 0.01%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                       | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    401000 | PA      | $461682.41    | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3237000 | PA      | $2810725.24   | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    680000 | PA      | $670144.28    | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    530000 | PA      | $522253.84    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $299637.58    | 0.00%             | 2037-01-12      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33302000 | PA      | $34030481.25  | 0.10%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1096027.93   | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374527.01    | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $782120.70    | 0.00%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1583866.92   | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1914137.00   | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1980000 | PA      | $2080876.86   | 0.01%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                                             | HD Hyundai Heavy Industries Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197953.78    | 0.00%             | 2027-03-28      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1267864.70   | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1078179.52   | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $432754.75    | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252708 | PA      | $244830.67    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    495000 | PA      | $500082.99    | 0.00%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $754560.18    | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201803.22    | 0.00%             | 2027-02-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | Raven Acquisition Holdings LLC                                                                                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1338351.12   | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1422010.34   | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    604000 | PA      | $570140.27    | 0.00%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mdgh Sukuk Ltd.                                                                  | Mdgh Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900HY0LLN41F9J831       | Long             | DBT              | CORP              | AE        |   1400000 | PA      | $1426184.47   | 0.00%             | 2034-04-04      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1172073.46   | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    593000 | PA      | $400166.93    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WH4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127390 | PA      | $123359.41    | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    997000 | PA      | $594688.02    | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    730583 | PA      | $681827.92    | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    877000 | PA      | $872096.66    | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254115 | PA      | $233929.50    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83367TBT5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    555000 | PA      | $527907.45    | 0.00%             | 2045-11-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11442393 | PA      | $10571102.59  | 0.03%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    430000 | PA      | $438671.61    | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW Finance NV                                                                                                                | CUSIP: 05600LAC0<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |   1180000 | PA      | $1125664.19   | 0.00%             | 2029-08-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Group LLC                                                       | Neuberger Berman Group LLC                                                                                                    | CUSIP: 64128XAE0<br>LEI: 549300XIWEKOTC8HO652 | Long             | DBT              | CORP              | US        |    445000 | PA      | $384810.71    | 0.00%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    795000 | PA      | $798741.20    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    565000 | PA      | $543538.36    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1600000 | PA      | $1204459.50   | 0.00%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2FW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    343901 | PA      | $324565.10    | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Mortgage Corp. Ltd. (The)                                              | Hong Kong Mortgage Corp. Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: 254900W04TBDJ4UBOS04       | Long             | DBT              | NUSS              | HK        |   1000000 | PA      | $1025547.66   | 0.00%             | 2028-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3628000 | PA      | $3381071.91   | 0.01%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    600000 | PA      | $441639.49    | 0.00%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BAT International Finance plc                                                    | BAT International Finance plc                                                                                                 | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1080000 | PA      | $1133575.75   | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp. (The)                                                  | Children's Hospital Corp. (The), Series 2017                                                                                  | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    285000 | PA      | $238304.90    | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2018-GS10, Class AS                                                                      | CUSIP: 36250SAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $983837.24    | 0.00%             | 2051-07-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1915000 | PA      | $1970139.56   | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    670000 | PA      | $699428.46    | 0.00%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    515000 | PA      | $529224.35    | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2545000 | PA      | $2567655.06   | 0.01%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | Dexia SA                                                                                                                      | CUSIP: 25214BBC7<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | NUSS              | FR        |    910000 | PA      | $916273.36    | 0.00%             | 2027-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Foothill-Eastern Transportation Corridor Agency                                  | Foothill-Eastern Transportation Corridor Agency, Series 2019A                                                                 | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $285961.90    | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    891000 | PA      | $923272.98    | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2703000 | PA      | $3011713.42   | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EU2G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50959 | PA      | $50056.14     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMARK                                                                            | BMARK, Series 2023-V4, Class A3                                                                                               | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4764272.11   | 0.01%             | 2056-11-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    710000 | PA      | $512943.66    | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 04-G                                                                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    465000 | PA      | $478986.95    | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2100000 | PA      | $2179907.02   | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings, Inc.                                                          | BlueLinx Holdings, Inc.                                                                                                       | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326615.99    | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    972000 | PA      | $967584.14    | 0.00%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1223819.95   | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1366727 | PA      | $1324604.44   | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XH4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2348486 | PA      | $2010539.95   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181792.45    | 0.00%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    695000 | PA      | $690056.06    | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13450000 | PA      | $10352296.88  | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBZ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    545000 | PA      | $553773.82    | 0.00%             | 2030-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1450449.74   | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Falabella SA                                                                     | Falabella SA                                                                                                                  | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $540580.79    | 0.00%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                  | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    560000 | PA      | $607927.92    | 0.00%             | 2034-09-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    509000 | PA      | $558188.47    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-C8, Class C                                                                                   | CUSIP: 05593HAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505533.13    | 0.00%             | 2057-03-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $2255351.58   | 0.01%             | 2030-01-29      | Fixed         | 5.25%                 | 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        |    620000 | PA      | $493061.00    | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1127756.78   | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    395000 | PA      | $407585.32    | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group                                                                                   | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $730115.59    | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2100000 | PA      | $2221957.64   | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4764037 | PA      | $4564865.28   | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Mine Rehabilitation & Mineral Resources Corp.                              | Korea Mine Rehabilitation & Mineral Resources Corp.                                                                           | CUSIP: N/A<br>LEI: 988400H3GWWTNW7D1G09       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $399856.16    | 0.00%             | 2027-04-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    970000 | PA      | $615710.86    | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | State Street Bank & Trust Co.                                                                                                 | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    790000 | PA      | $812493.45    | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NOV, Inc.                                                                        | NOV, Inc.                                                                                                                     | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $996850.75    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                                    | TerraForm Power Operating LLC                                                                                                 | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    805000 | PA      | $781179.37    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                                | Nexa Resources SA                                                                                                             | CUSIP: N/A<br>LEI: 549300QRMRHM7GAU7L47       | Long             | DBT              | CORP              | LU        |    545000 | PA      | $580065.26    | 0.00%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Genworth Holdings, Inc.                                                          | Genworth Holdings, Inc.                                                                                                       | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |    307000 | PA      | $316631.57    | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                        | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1125000 | PA      | $847555.73    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1766264.29   | 0.01%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    850000 | PA      | $868947.21    | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1057090.87   | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427566.50    | 0.00%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Hutchison Whampoa Finance CI Ltd.                                                | Hutchison Whampoa Finance CI Ltd.                                                                                             | CUSIP: 448414AE2<br>LEI: 254900R3BZU6S8ZU0L15 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $120580.95    | 0.00%             | 2027-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1400000 | PA      | $1498528.11   | 0.00%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25772000 | PA      | $26277372.81  | 0.07%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                                       | Esab Corp.                                                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    703000 | PA      | $722585.54    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    765000 | PA      | $801252.67    | 0.00%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                                               | AES Panama Generation Holdings SRL                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |   1120211 | PA      | $1055547.29   | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    755000 | PA      | $792718.15    | 0.00%             | 2031-05-27      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    530000 | PA      | $524673.10    | 0.00%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    660000 | PA      | $701352.97    | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1000000 | PA      | $1114908.56   | 0.00%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $603063.26    | 0.00%             | 2030-06-10      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1529429.95   | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $324294.31    | 0.00%             | 2050-01-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMW Vehicle Lease Trust, Series 2025-1, Class A4                                                                              | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504939.69    | 0.00%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    465000 | PA      | $481144.29    | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1186463.68   | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2682682.57   | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                           | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    980000 | PA      | $999221.99    | 0.00%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | Golub Capital Private Credit Fund                                                                                             | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365042.65    | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1351563 | PA      | $1149390.85   | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    930000 | PA      | $929925.45    | 0.00%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1170753.84   | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSI MTN Ltd.                                                                     | CSI MTN Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 2549008F29JNGIBO2O60       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $600433.15    | 0.00%             | 2028-07-16      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2650720.50   | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1535000 | PA      | $1509452.05   | 0.00%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144615.17    | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    510000 | PA      | $417725.81    | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $823573.84    | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1371262.75   | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1174460 | PA      | $1135467.23   | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $593590.75    | 0.00%             | 2031-05-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                  | Meiji Yasuda Life Insurance Co.                                                                                               | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   1415000 | PA      | $1432691.37   | 0.00%             | 2054-09-11      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| MedStar Health, Inc.                                                             | MedStar Health, Inc., Series 20A                                                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $294005.62    | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    905000 | PA      | $710457.53    | 0.00%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| DH Europe Finance II SARL                                                        | DH Europe Finance II SARL                                                                                                     | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    787000 | PA      | $747404.39    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1005000 | PA      | $1002050.35   | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1167665.26   | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2017 Ltd.                                     | Sinopec Group Overseas Development 2017 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493001IPW8ZGQ181Z16       | Long             | DBT              | CORP              | VG        |    825000 | PA      | $817521.49    | 0.00%             | 2027-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1856892 | PA      | $1687289.71   | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    703000 | PA      | $637171.45    | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CXYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761506 | PA      | $752172.23    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    485000 | PA      | $488407.21    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    587000 | PA      | $594382.85    | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                                                              | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    532000 | PA      | $489490.48    | 0.00%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    571000 | PA      | $424787.58    | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4660702 | PA      | $4660035.99   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LBJ Infrastructure Group LLC                                                     | LBJ Infrastructure Group LLC                                                                                                  | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |    340000 | PA      | $241916.06    | 0.00%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit, Series 2021A                                                                                       | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1026651.54   | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $541183.13    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2147013 | PA      | $2014678.90   | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450500 | PA      | $1156824.97   | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    654000 | PA      | $619320.46    | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AG                                                                            | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    690000 | PA      | $634357.04    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1032000 | PA      | $1017267.26   | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                   | TopBuild Corp.                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    505000 | PA      | $480610.63    | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    648000 | PA      | $448958.64    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    435000 | PA      | $428094.34    | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    675000 | PA      | $710047.75    | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    515000 | PA      | $520818.20    | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                                                    | Ferrellgas LP                                                                                                                 | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    435000 | PA      | $449373.27    | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3025769 | PA      | $2628822.02   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    505000 | PA      | $500550.88    | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                          | Empower Finance 2020 LP                                                                                                       | CUSIP: 29248HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    977000 | PA      | $866757.09    | 0.00%             | 2031-03-17      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2199315.57   | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    211000 | PA      | $220072.90    | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    303000 | PA      | $305557.87    | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756AE0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    600000 | PA      | $642758.52    | 0.00%             | 2027-05-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    608000 | PA      | $654556.87    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    595000 | PA      | $534363.63    | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1077973.89   | 0.00%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transocean Aquila Ltd.                                                           | Transocean Aquila Ltd.                                                                                                        | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    426615 | PA      | $438425.62    | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1170000 | PA      | $1207200.12   | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50976000 | PA      | $51338407.50  | 0.15%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1494092.77   | 0.00%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1315000 | PA      | $1259916.97   | 0.00%             | 2028-03-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1327177.72   | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                                    | Indonesia Asahan Aluminium PT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |   1000000 | PA      | $1031867.24   | 0.00%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    309000 | PA      | $266248.82    | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    660000 | PA      | $678953.63    | 0.00%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sinochem Offshore Capital Co. Ltd.                                               | Sinochem Offshore Capital Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 3003004LKKZ33WMP2P47       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $538368.87    | 0.00%             | 2031-09-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    540000 | PA      | $501025.08    | 0.00%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAU8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    750000 | PA      | $655192.46    | 0.00%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    935000 | PA      | $998027.50    | 0.00%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   2928346 | PA      | $1835654.47   | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1077593.03   | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307NQG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10023 | PA      | $9867.77      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series B                                                                                                    | CUSIP: 04352EAB1<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    234000 | PA      | $185567.93    | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $433652.42    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $408774.93    | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1000000 | PA      | $993937.04    | 0.00%             | 2028-10-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20887783 | PA      | $19071179.79  | 0.05%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3514797 | PA      | $3044554.47   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389979.69    | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BAK4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $610880.68    | 0.00%             | 2035-09-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    948000 | PA      | $887506.93    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $975864.06    | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290761.88    | 0.00%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TreeHouse Foods, Inc.                                                            | TreeHouse Foods, Inc.                                                                                                         | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    495000 | PA      | $493990.98    | 0.00%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                                                 | Kasikornbank PCL                                                                                                              | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |    600000 | PA      | $614390.01    | 0.00%             | 2028-03-07      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-3A, Class D                                                                  | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $407239.34    | 0.00%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    620000 | PA      | $386822.24    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The)                                                                                           | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    747000 | PA      | $594136.23    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1165000 | PA      | $1229702.23   | 0.00%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1275020.44   | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPNP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2177232 | PA      | $1774267.09   | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1116032.61   | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    515000 | PA      | $528345.67    | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2279835.77   | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    375000 | PA      | $299857.05    | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   1400000 | PA      | $1357230.50   | 0.00%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PAW4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1250000 | PA      | $693266.63    | 0.00%             | 2070-10-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5925957 | PA      | $5097509.71   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |   1045000 | PA      | $1058359.22   | 0.00%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    535000 | PA      | $547386.07    | 0.00%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265491.99    | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1050366.21   | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $8880.16      | 0.00%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335629 | PA      | $317830.58    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1331443.78   | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                       | Korea Electric Power Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200175.68    | 0.00%             | 2027-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2338964.54   | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    517000 | PA      | $513559.86    | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2000000 | PA      | $1625184.58   | 0.00%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    546953 | PA      | $481988.23    | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                                            | Leggett & Platt, Inc.                                                                                                         | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    638000 | PA      | $628984.37    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   5910000 | PA      | $5600387.29   | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                               | Oversea-Chinese Banking Corp. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $620605.86    | 0.00%             | 2034-05-21      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    535000 | PA      | $449641.24    | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541707.65    | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $880263.99    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    960000 | PA      | $969662.92    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $623810.04    | 0.00%             | 2033-09-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2922345.95   | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    523000 | PA      | $473846.97    | 0.00%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                                   | American Financial Group, Inc.                                                                                                | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    809000 | PA      | $680328.66    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $513296.10    | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW Bank                                                                                                                      | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | NUSS              | DE        |     88000 | PA      | $88768.39     | 0.00%             | 2027-03-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arko Corp.                                                                       | Arko Corp.                                                                                                                    | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $409257.26    | 0.00%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    255000 | PA      | $282893.55    | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series A                                                                                       | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    485000 | PA      | $466416.16    | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    805000 | PA      | $774510.66    | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                                     | Mueller Water Products, Inc.                                                                                                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    490000 | PA      | $476768.29    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WK Kellogg Foundation Trust                                                      | WK Kellogg Foundation Trust                                                                                                   | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |    135000 | PA      | $80181.35     | 0.00%             | 2050-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52956000 | PA      | $53218711.41  | 0.15%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1079356.45   | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    740000 | PA      | $760187.16    | 0.00%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    670000 | PA      | $673961.34    | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    665000 | PA      | $458640.18    | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    535000 | PA      | $543548.33    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | Lincoln Financial Global Funding                                                                                              | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268221.41    | 0.00%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    975000 | PA      | $980574.08    | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAG9<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1000000 | PA      | $1017237.08   | 0.00%             | 2028-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MAF Sukuk Ltd.                                                                   | MAF Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $807417.58    | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    496000 | PA      | $495187.45    | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1258285.63   | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GR6Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5004291 | PA      | $5139986.39   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                                                                 | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    520000 | PA      | $469303.31    | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $677512.49    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228241 | PA      | $221328.76    | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                            | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    515000 | PA      | $524549.34    | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $425356.92    | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201647.16    | 0.00%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    745000 | PA      | $764751.75    | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136491.90    | 0.00%             | 2028-05-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    415000 | PA      | $391952.69    | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79195000 | PA      | $80364363.67  | 0.23%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $492821.70    | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207572.11    | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                             | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    715000 | PA      | $674216.60    | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9891.97      | 0.00%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21364038 | PA      | $17409956.33  | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $909191.84    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $934364.46    | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    920000 | PA      | $870680.88    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    525000 | PA      | $326932.11    | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    663000 | PA      | $660262.27    | 0.00%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31292HVV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151486 | PA      | $154370.34    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    280000 | PA      | $229500.75    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3415401 | PA      | $2922866.44   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18800000 | PA      | $14393750.00  | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $776851.55    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $550207.95    | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series B                                                                                                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1485630.72   | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    550000 | PA      | $571716.99    | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                                                   | MTR Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $406883.69    | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    870000 | PA      | $886121.24    | 0.00%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    726000 | PA      | $591551.85    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157377.21    | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2011-168                                                                      | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    775000 | PA      | $714339.95    | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2024-4, Class A3                                                   | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006029.90   | 0.00%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GREX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2619599 | PA      | $2690631.46   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $1794793.47   | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BU9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    496000 | PA      | $453448.79    | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1590000 | PA      | $1647821.15   | 0.00%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    820000 | PA      | $836205.20    | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1157745.75   | 0.00%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1094777.42   | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |   1400000 | PA      | $992759.33    | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series FIX                                                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3198048.94   | 0.01%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EQAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43546 | PA      | $43689.17     | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANZ Bank New Zealand Ltd.                                                        | ANZ Bank New Zealand Ltd.                                                                                                     | CUSIP: 00182YAC9<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    490000 | PA      | $509391.33    | 0.00%             | 2034-07-10      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2R6<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2700000 | PA      | $2700427.39   | 0.01%             | 2027-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $637944.35    | 0.00%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Delhi International Airport Ltd.                                                 | Delhi International Airport Ltd.                                                                                              | CUSIP: N/A<br>LEI: 335800HBF5DARYMEUD12       | Long             | DBT              | CORP              | IN        |    600000 | PA      | $626056.61    | 0.00%             | 2029-06-04      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    780000 | PA      | $816136.74    | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1450000 | PA      | $1312286.85   | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    895000 | PA      | $900414.04    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    518000 | PA      | $503272.89    | 0.00%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Rocket Software, Inc.                                                            | Rocket Software, Inc.                                                                                                         | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    600000 | PA      | $532916.93    | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Western Union Co. (The)                                                          | Western Union Co. (The)                                                                                                       | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    315000 | PA      | $289993.71    | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Cougar JV Subsidiary LLC                                                         | Cougar JV Subsidiary LLC                                                                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $774577.98    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1120000 | PA      | $1236131.24   | 0.00%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Georgian Railway JSC                                                             | Georgian Railway JSC                                                                                                          | CUSIP: N/A<br>LEI: 2138005UZV4ZT2B2ZO19       | Long             | DBT              | CORP              | GE        |    600000 | PA      | $572625.25    | 0.00%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4838000 | PA      | $4693781.29   | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series ai.                                                                           | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388113.28    | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                                                                          | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328904.57    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Voya Global Funding                                                              | Voya Global Funding                                                                                                           | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115510.68    | 0.00%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                         | Northern Natural Gas Co.                                                                                                      | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    645000 | PA      | $618142.08    | 0.00%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $34803125.00  | 0.10%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    485000 | PA      | $462186.21    | 0.00%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    515000 | PA      | $519950.20    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181761 | PA      | $164851.90    | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | Mercedes-Benz Auto Lease Trust, Series 2025-A, Class A4                                                                       | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507929.16    | 0.00%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C7, Class A4                                                                                | CUSIP: 05492VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2697697.07   | 0.01%             | 2053-04-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $992956.65    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1353017.39   | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sinosing Services Pte. Ltd.                                                      | Sinosing Services Pte. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300UVDH5NQRVTJG47       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $377423.30    | 0.00%             | 2030-02-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $807200.04    | 0.00%             | 2028-05-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  66986438 | PA      | $66967983.24  | 0.19%             | 2056-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3115000 | PA      | $3040218.12   | 0.01%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    610000 | PA      | $625968.30    | 0.00%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC, Inc.                                                          | Goldman Sachs BDC, Inc.                                                                                                       | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    520000 | PA      | $529814.76    | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series C                                                                           | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    728000 | PA      | $540576.24    | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EM7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $988161.75    | 0.00%             | 2030-09-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   1300000 | PA      | $1321724.96   | 0.00%             | 2035-02-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    540000 | PA      | $522222.73    | 0.00%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    610000 | PA      | $622568.30    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107017.66    | 0.00%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1608854.88   | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    575000 | PA      | $542040.20    | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400508.52    | 0.00%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | Americold Realty Operating Partnership LP                                                                                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400464.51    | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    735000 | PA      | $734477.27    | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1135000 | PA      | $1248421.91   | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    515000 | PA      | $502277.43    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                          | International Paper Co.                                                                                                       | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    637000 | PA      | $658969.18    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    935000 | PA      | $947328.17    | 0.00%             | 2029-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                                     | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    880000 | PA      | $878153.03    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | 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      | $1215183.87   | 0.00%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A3                                                   | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1996469 | PA      | $2001279.67   | 0.01%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.                                          | Pepsico Singapore Financing I Pte. Ltd.                                                                                       | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    575000 | PA      | $579699.59    | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $543198.09    | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $1572674.65   | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379487.04    | 0.00%             | 2030-12-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1280474.64   | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $627017.98    | 0.00%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $932831.94    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1579330.56   | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YY3V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25952 | PA      | $25193.55     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1278709.02   | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1009476.67   | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1284835.88   | 0.00%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239237.45    | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMXX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44324 | PA      | $44247.14     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2B7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $155754.23    | 0.00%             | 2050-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    926002 | PA      | $919476.06    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1247965.50   | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    480000 | PA      | $498893.91    | 0.00%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    625000 | PA      | $593215.48    | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    725000 | PA      | $716274.30    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance plc                                                             | Ferguson Finance plc                                                                                                          | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $553555.34    | 0.00%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                              | Fondo MIVIVIENDA SA                                                                                                           | CUSIP: N/A<br>LEI: 549300X41PNOK11PZ670       | Long             | DBT              | NUSS              | PE        |    550000 | PA      | $552353.90    | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    560000 | PA      | $592789.65    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                                                      | Loews Corp.                                                                                                                   | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    752000 | PA      | $640467.81    | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                      | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    525000 | PA      | $525159.37    | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC                                                                                                               | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $750706.90    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                                          | Golub Capital BDC, Inc.                                                                                                       | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    530000 | PA      | $557689.84    | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401200.94    | 0.00%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6380000 | PA      | $5039203.13   | 0.01%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1084321.78   | 0.00%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    640000 | PA      | $637158.29    | 0.00%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                                                       | EIDP, Inc.                                                                                                                    | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319819.74    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C18, Class AS                                                                               | CUSIP: 054975AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $517147.87    | 0.00%             | 2055-12-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    420000 | PA      | $423074.15    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    675000 | PA      | $608714.12    | 0.00%             | 2045-11-23      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                               | CenterPoint Energy Resources Corp.                                                                                            | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    770000 | PA      | $686429.72    | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co. (The)                                        | Cleveland Electric Illuminating Co. (The)                                                                                     | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $437724.29    | 0.00%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                                     | MasTec, Inc.                                                                                                                  | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470846.49    | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73885000 | PA      | $73835935.74  | 0.21%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6823669 | PA      | $5839659.54   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $569312.50    | 0.00%             | 2051-04-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    575000 | PA      | $592205.66    | 0.00%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    705000 | PA      | $716549.18    | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    470000 | PA      | $349222.75    | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1380230.32   | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    654000 | PA      | $583070.03    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    575000 | PA      | $571824.22    | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    437275 | PA      | $363171.14    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp.                                                             | Nestle Capital Corp.                                                                                                          | CUSIP: 64105MAB7<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282178.46    | 0.00%             | 2031-03-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | Banner Health                                                                                                                 | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    385000 | PA      | $358963.25    | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ3Z1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8149 | PA      | $8305.29      | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1296650.18   | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                                       | IDEX Corp.                                                                                                                    | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    730000 | PA      | $691175.78    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAM9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $309553.60    | 0.00%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7013138 | PA      | $6493621.06   | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    867500 | PA      | $652530.67    | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2020B                                                                                          | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1254014.21   | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1063915.46   | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   1200000 | PA      | $1250851.41   | 0.00%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1515000 | PA      | $1525051.91   | 0.00%             | 2028-06-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1803000 | PA      | $1886161.50   | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   1732760 | PA      | $1467904.68   | 0.00%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |    600000 | PA      | $538781.84    | 0.00%             | 2031-10-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                                                                  | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1006493.31   | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Radian Group, Inc.                                                               | Radian Group, Inc.                                                                                                            | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    610000 | PA      | $640685.29    | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1012777.82   | 0.00%             | 2027-06-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |   1400000 | PA      | $1534899.51   | 0.00%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    735000 | PA      | $722951.86    | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    625000 | PA      | $646971.95    | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525BS9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    735000 | PA      | $762098.95    | 0.00%             | 2034-06-11      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    730000 | PA      | $640554.10    | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                              | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    830793 | PA      | $813113.66    | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032427<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1526000 | PA      | $1479192.45   | 0.00%             | 2041-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28056 | PA      | $25630.87     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    705000 | PA      | $773355.48    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Louisville Gas & Electric Co.                                                    | Louisville Gas & Electric Co.                                                                                                 | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    275000 | PA      | $226014.68    | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2000000 | PA      | $1736184.78   | 0.00%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    385000 | PA      | $326148.55    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2262262.46   | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    443000 | PA      | $401348.85    | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1936434.54   | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1120000 | PA      | $1186497.84   | 0.00%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9622372 | PA      | $8688134.68   | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500762.60    | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2580004.73   | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335CEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392336 | PA      | $367864.48    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1207292 | PA      | $1245445.59   | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    695000 | PA      | $482759.78    | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    815000 | PA      | $851248.79    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1402420.03   | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2060000 | PA      | $2172185.99   | 0.01%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    610000 | PA      | $625275.33    | 0.00%             | 2029-03-08      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2003 Ltd.                                                          | CNOOC Finance 2003 Ltd.                                                                                                       | CUSIP: 12615TAB4<br>LEI: 549300KSB04UT8CS3T40 | Long             | DBT              | CORP              | VG        |     10000 | PA      | $10632.01     | 0.00%             | 2033-05-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1185000 | PA      | $1227188.49   | 0.00%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $964832.51    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    705000 | PA      | $719463.14    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    674000 | PA      | $673594.84    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $472545.32    | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    800000 | PA      | $780307.02    | 0.00%             | 2027-06-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                                                 | Sable International Finance Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2138009IE9A35LO5JS73       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1010543.34   | 0.00%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    651000 | PA      | $647407.29    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                            | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |   1400000 | PA      | $1027110.39   | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7112000 | PA      | $4714839.43   | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K078, Class A2                      | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3600000 | PA      | $3600639.86   | 0.01%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF3G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44174 | PA      | $41514.36     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co., Series 8                                                                                     | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    400000 | PA      | $263253.47    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    630000 | PA      | $501572.68    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1390000 | PA      | $1271751.98   | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education, Inc.                                                   | Adtalem Global Education, Inc.                                                                                                | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    433000 | PA      | $432624.53    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                          | Leeward Renewable Energy Operations LLC                                                                                       | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    425000 | PA      | $409788.13    | 0.00%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44640 | PA      | $40854.66     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    716250 | PA      | $746875.57    | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   1436236 | PA      | $1495740.30   | 0.00%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp.                                             | Yale-New Haven Health Services Corp., Series 2020                                                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    329000 | PA      | $193820.07    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Atlanticus Holdings Corp.                                                        | Atlanticus Holdings Corp.                                                                                                     | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $400197.14    | 0.00%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    770000 | PA      | $787385.09    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1019190.24   | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $206214.62    | 0.00%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | Sixth Street Lending Partners                                                                                                 | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    565000 | PA      | $586567.09    | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    970000 | PA      | $968767.17    | 0.00%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                       | Virgin Media Vendor Financing Notes IV DAC                                                                                    | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    545000 | PA      | $545000.00    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $697978.88    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $674295.57    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262710.89    | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                      | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $337354.44    | 0.00%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    661000 | PA      | $642156.36    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    415000 | PA      | $430680.98    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    880000 | PA      | $783219.09    | 0.00%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                      | Midwest Gaming Borrower LLC                                                                                                   | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $785742.94    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1114043.58   | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    970000 | PA      | $873217.53    | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $1136433.36   | 0.00%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    785000 | PA      | $844961.92    | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    950000 | PA      | $943728.35    | 0.00%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RAY8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $508154.94    | 0.00%             | 2035-07-08      | Variable      | 3.65%                 | No            |                  2 | On Loan: —       |
| Bristow Group, Inc.                                                              | Bristow Group, Inc.                                                                                                           | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217483.85    | 0.00%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1800000 | PA      | $1673661.22   | 0.00%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    835000 | PA      | $851440.61    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $872672.35    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Korea Mine Rehabilitation & Mineral Resources Corp.                              | Korea Mine Rehabilitation & Mineral Resources Corp.                                                                           | CUSIP: N/A<br>LEI: 988400H3GWWTNW7D1G09       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $615773.75    | 0.00%             | 2028-05-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                            | Telenet Finance Luxembourg Notes SARL                                                                                         | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $997450.27    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $651121.98    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    550000 | PA      | $559224.94    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health, Inc.                                                   | Beth Israel Lahey Health, Inc., Series L                                                                                      | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    564000 | PA      | $368064.66    | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| Great-West Lifeco Finance Delaware LP                                            | Great-West Lifeco Finance Delaware LP                                                                                         | CUSIP: 391382AB4<br>LEI: 549300604SRFDFB35F35 | Long             | DBT              | CORP              | US        |    724000 | PA      | $589355.30    | 0.00%             | 2047-06-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1235000 | PA      | $1125499.00   | 0.00%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    540000 | PA      | $585477.37    | 0.00%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                                   | Swiss Re Finance Luxembourg SA                                                                                                | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    770000 | PA      | $774794.45    | 0.00%             | 2049-04-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $644581.39    | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $557632.67    | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296862.52    | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $752464.25    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                               | Global Partners LP                                                                                                            | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405354.34    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |   1200000 | PA      | $1125621.89   | 0.00%             | 2029-10-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    550000 | PA      | $622864.86    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3013655 | PA      | $2802559.65   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $953631.29    | 0.00%             | 2028-04-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings Ltd.                                                    | Pershing Square Holdings Ltd.                                                                                                 | CUSIP: 71531QAD3<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   1000000 | PA      | $924986.57    | 0.00%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                       | Suci Second Investment Co.                                                                                                    | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1202746.77   | 0.00%             | 2032-05-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    882000 | PA      | $885182.69    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    925000 | PA      | $933521.46    | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2758053.66   | 0.01%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                             | Compass Minerals International, Inc.                                                                                          | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    260000 | PA      | $275751.72    | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                                                                 | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    945000 | PA      | $932201.83    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAS5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |    270000 | PA      | $267059.13    | 0.00%             | 2036-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    605000 | PA      | $573530.34    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd.                                                   | Zhongsheng Group Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $604775.62    | 0.00%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $3055755.18   | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    568000 | PA      | $443115.27    | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-4A, Class A3                                                                 | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $472153.77    | 0.00%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    452000 | PA      | $324642.97    | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2069332.81   | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79500000 | PA      | $73848046.88  | 0.21%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUPU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7799377 | PA      | $8000911.07   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    473000 | PA      | $373865.83    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    719941 | PA      | $683717.19    | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1221210.09   | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    635000 | PA      | $652875.03    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                               | CSN Inova Ventures                                                                                                            | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1145938.48   | 0.00%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F022428<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21099000 | PA      | $19921476.63  | 0.06%             | 2041-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10594650 | PA      | $10655106.04  | 0.03%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $899379.97    | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132Y1GL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19469 | PA      | $19443.46     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1407169.55   | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $503888.69    | 0.00%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1003054.06   | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDFR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2954257 | PA      | $2858195.08   | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| China Huaneng Group Hong Kong Treasury Management Holding Ltd.                   | China Huaneng Group Hong Kong Treasury Management Holding Ltd.                                                                | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $965407.68    | 0.00%             | 2029-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1432211.03   | 0.00%             | 2030-02-18      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66357 | PA      | $63933.25     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    455000 | PA      | $450156.30    | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Overseas Finance Cayman VI Ltd.                                            | China Overseas Finance Cayman VI Ltd.                                                                                         | CUSIP: N/A<br>LEI: 3003000GRJQBQQJ25K03       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $649197.09    | 0.00%             | 2034-06-11      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 21 Ltd.                                               | CK Hutchison International 21 Ltd.                                                                                            | CUSIP: 12565WAB7<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |    680000 | PA      | $620137.71    | 0.00%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1452000 | PA      | $1448209.20   | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | Antares Holdings LP                                                                                                           | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    415000 | PA      | $406575.20    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III, Inc.                                      | Fresenius Medical Care US Finance III, Inc.                                                                                   | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $675166.80    | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1173029.60   | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                        | Global Auto Holdings Ltd.                                                                                                     | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    390000 | PA      | $377078.20    | 0.00%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1567248.99   | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    725000 | PA      | $716280.29    | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1379631.06   | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437393.43    | 0.00%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2400000 | PA      | $1551803.56   | 0.00%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1003911.49   | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   2630000 | PA      | $3159778.10   | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $1092560.78   | 0.00%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series X                                                                                        | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    593000 | PA      | $592624.33    | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $4406908.30   | 0.01%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506807.23    | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    435000 | PA      | $448441.97    | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    470000 | PA      | $480729.40    | 0.00%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YBTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48973 | PA      | $46002.29     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari TAS                                            | Eregli Demir ve Celik Fabrikalari TAS                                                                                         | CUSIP: N/A<br>LEI: 789000VYQF5IDGG49908       | Long             | DBT              | CORP              | TR        |   1000000 | PA      | $1056152.71   | 0.00%             | 2029-07-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310004.58    | 0.00%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1108420.68   | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WJSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386833 | PA      | $362183.12    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1475000 | PA      | $1325753.36   | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    690000 | PA      | $700195.20    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                 | Mitsubishi Corp.                                                                                                              | CUSIP: 606769AK3<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    535000 | PA      | $548061.19    | 0.00%             | 2034-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    450000 | PA      | $253298.61    | 0.00%             | 2037-01-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BH6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    540000 | PA      | $551820.12    | 0.00%             | 2033-03-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | Michigan Strategic Fund, Series 2021A                                                                                         | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $38317.14     | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1200000 | PA      | $1224997.72   | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14100000 | PA      | $11374734.38  | 0.03%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9553290 | PA      | $8658341.24   | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    565000 | PA      | $494764.36    | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                  | Regeneron Pharmaceuticals, Inc.                                                                                               | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1221599.31   | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1008323.31   | 0.00%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | Sammons Financial Group Global Funding                                                                                        | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122831.96    | 0.00%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAK4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1385000 | PA      | $1427185.44   | 0.00%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2200000 | PA      | $2449843.38   | 0.01%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                           | Connect Holding II LLC                                                                                                        | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1976809.35   | 0.01%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts                          | Chicago Transit Authority Sales & Transfer Tax Receipts, Series 2008A                                                         | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1166950 | PA      | $1297267.01   | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1607783.68   | 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        |    560000 | PA      | $565547.83    | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2020B                                                                                          | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    238000 | PA      | $179164.94    | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45120000 | PA      | $45521850.00  | 0.13%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1200000 | PA      | $1213581.59   | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $800784.05    | 0.00%             | 2033-04-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $2741615.50   | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1368021.46   | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7121515.60   | 0.02%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396540 | PA      | $371878.22    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    730000 | PA      | $664945.30    | 0.00%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    745000 | PA      | $773215.21    | 0.00%             | 2029-01-18      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2600000 | PA      | $2683053.86   | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    985000 | PA      | $860042.51    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    589000 | PA      | $425905.00    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    455000 | PA      | $397450.60    | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    800000 | PA      | $647117.55    | 0.00%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                           | Brightstar Lottery plc                                                                                                        | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $859024.70    | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | Oaktree Strategic Credit Fund                                                                                                 | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    295000 | PA      | $317958.62    | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 30217G2E9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $405239.47    | 0.00%             | 2033-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2271601 | PA      | $2402824.21   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49231400 | PA      | $38792804.72  | 0.11%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                                                         | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    382000 | PA      | $406880.10    | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDG8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49223.65     | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco, Inc.                                                  | Trane Technologies Holdco, Inc.                                                                                               | CUSIP: 45687AAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    956000 | PA      | $955674.88    | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                              | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541097.98    | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                            | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1135000 | PA      | $1053116.55   | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                                                 | Harley-Davidson Motorcycle Trust, Series 2025-A, Class A3                                                                     | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506464.80    | 0.00%             | 2030-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                          | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $979017.21    | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp.                                                                                                | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    434000 | PA      | $447913.79    | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1884585.27   | 0.01%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                                                              | CUSIP: 04351LAA8<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    560000 | PA      | $508318.13    | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    825000 | PA      | $862694.52    | 0.00%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2923000 | PA      | $2565101.93   | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                                                                      | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    290000 | PA      | $312159.63    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                                      | Ithaca Energy North Sea plc                                                                                                   | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    825000 | PA      | $863831.58    | 0.00%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $996379.26    | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    396000 | PA      | $340566.34    | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 133632000 | PA      | $134999640.00 | 0.38%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    800000 | PA      | $874248.61    | 0.00%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    635000 | PA      | $729876.69    | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1002728.35   | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    635000 | PA      | $707168.88    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                                                            | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358213.58    | 0.00%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                          | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    638000 | PA      | $583704.81    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427QKM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3002849 | PA      | $3054467.01   | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    698000 | PA      | $694490.22    | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386423.55    | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                         | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    735000 | PA      | $741490.72    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $578549.28    | 0.00%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                          | EIG Pearl Holdings SARL                                                                                                       | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | LU        |   1180141 | PA      | $1086449.19   | 0.00%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables Owner Trust, Series 2025-3, Class A3                                                                   | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502266.80    | 0.00%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Summa Health                                                                     | Summa Health                                                                                                                  | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    381000 | PA      | $289093.01    | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $861493.03    | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1142000 | PA      | $1030940.02   | 0.00%             | 2056-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                                                          | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    842000 | PA      | $850210.61    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    292439 | PA      | $292439.00    | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1200000 | PA      | $1213691.44   | 0.00%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    920000 | PA      | $931342.46    | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1206700.51   | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    585000 | PA      | $582764.88    | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106019.67    | 0.00%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2019-C54, Class A4                                                              | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1339460.42   | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    535000 | PA      | $549594.45    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    357000 | PA      | $217161.22    | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021A1                                                                      | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $153767.25    | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: —       |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $403559.86    | 0.00%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lennox International, Inc.                                                       | Lennox International, Inc.                                                                                                    | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    680000 | PA      | $701982.11    | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    978000 | PA      | $852552.88    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    905000 | PA      | $919389.14    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $418181.43    | 0.00%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Chengdu Communications Investment Group Co. Ltd.                                 | Chengdu Communications Investment Group Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493004CBNAV0VR4W243       | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $202532.33    | 0.00%             | 2028-05-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    511000 | PA      | $415585.04    | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BRMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200014 | PA      | $1223937.98   | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASGN, Inc.                                                                       | ASGN, Inc.                                                                                                                    | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    570000 | PA      | $559823.11    | 0.00%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2287000 | PA      | $1850300.84   | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297248.04    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | Salt River Project Agricultural Improvement & Power District, Series 2010A                                                    | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $972876.21    | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    970000 | PA      | $944878.44    | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1138568.91   | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2215000 | PA      | $2289844.66   | 0.01%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    655000 | PA      | $593026.72    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    884000 | PA      | $1000855.15   | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2623349.62   | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hysan MTN Ltd.                                                                   | Hysan MTN Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2549006HEQ2V3JUMNQ45       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $391151.18    | 0.00%             | 2027-06-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CCD4<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149976.97    | 0.00%             | 2029-01-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    655000 | PA      | $642586.69    | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp., Series E                                                                                           | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    652000 | PA      | $568711.32    | 0.00%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284102.07    | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                                | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $490775.17    | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $567151.36    | 0.00%             | 2045-06-16      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284773.76    | 0.00%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | Banque Ouest Africaine de Developpement                                                                                       | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $92969.73     | 0.00%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter, Inc.                                                               | ZipRecruiter, Inc.                                                                                                            | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    589000 | PA      | $408696.79    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $778169.74    | 0.00%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352232.78    | 0.00%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    413000 | PA      | $366194.24    | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    660000 | PA      | $674508.06    | 0.00%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $988094.57    | 0.00%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CBG8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    360000 | PA      | $342220.40    | 0.00%             | 2028-07-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201311.02    | 0.00%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                        | Park River Holdings, Inc.                                                                                                     | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    465000 | PA      | $478743.34    | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2841501.12   | 0.01%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    923000 | PA      | $820569.44    | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    780000 | PA      | $761124.14    | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                            | Petroleos del Peru SA                                                                                                         | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |    800000 | PA      | $604245.41    | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414730.18    | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DR6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $196852.86    | 0.00%             | 2027-02-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1759617.11   | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8800208 | PA      | $9134601.38   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15477838 | PA      | $14405989.24  | 0.04%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1091070.85   | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | Engie SA                                                                                                                      | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    580000 | PA      | $599123.12    | 0.00%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2023-1, Class C                                                                | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7110264 | PA      | $7136635.93   | 0.02%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1268106.12   | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $876639.43    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    468000 | PA      | $319145.37    | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1281982.77   | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $672450.93    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    546000 | PA      | $435427.57    | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                                                                | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |   1800000 | PA      | $1808213.63   | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $594531.66    | 0.00%             | 2029-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412094.33    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2300255 | PA      | $2154135.66   | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    995000 | PA      | $1069968.57   | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    522000 | PA      | $454655.48    | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                                             | Central Parent, Inc.                                                                                                          | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $623578.18    | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                                                                  | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    985000 | PA      | $950742.60    | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    437000 | PA      | $415423.77    | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2070000 | PA      | $2169329.72   | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    505000 | PA      | $461795.12    | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    977603 | PA      | $948302.40    | 0.00%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HAFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149227 | PA      | $148205.78    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1400000 | PA      | $1238421.86   | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    585000 | PA      | $417757.67    | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: —       |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1747790.62   | 0.00%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   2281000 | PA      | $2554409.02   | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    605000 | PA      | $533439.07    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                                   | CUSIP: 870195AC8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    685000 | PA      | $706811.54    | 0.00%             | 2029-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    585000 | PA      | $589251.92    | 0.00%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                          | Mavis Tire Express Services Topco Corp.                                                                                       | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    765000 | PA      | $763762.34    | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518285.11    | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4451000 | PA      | $4439733.02   | 0.01%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    580000 | PA      | $612807.38    | 0.00%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                             | Broadridge Financial Solutions, Inc.                                                                                          | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $949055.03    | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    820000 | PA      | $853049.97    | 0.00%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    387000 | PA      | $356460.46    | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    200000 | PA      | $200031.45    | 0.00%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                                              | Novant Health, Inc.                                                                                                           | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    314000 | PA      | $200350.00    | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    680000 | PA      | $675799.49    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp.                                                               | AHS Hospital Corp.                                                                                                            | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $322891.09    | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1527750.48   | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    490000 | PA      | $529876.59    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1250000 | PA      | $1276877.53   | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNB Sukuk Ltd.                                                                   | SNB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300NDOY781U1WVO54       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $610905.91    | 0.00%             | 2036-07-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2000000 | PA      | $1896522.37   | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sabal Trail Transmission LLC                                                     | Sabal Trail Transmission LLC                                                                                                  | CUSIP: 78516FAB5<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    775000 | PA      | $734476.74    | 0.00%             | 2038-05-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123BG4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2000000 | PA      | $1933699.56   | 0.01%             | 2040-05-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $570179.47    | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $739812.36    | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    866000 | PA      | $803226.32    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AZ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    800000 | PA      | $716555.05    | 0.00%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    636000 | PA      | $481883.12    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    880000 | PA      | $946606.58    | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNUV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5213313 | PA      | $4255708.20   | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                                                  | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285859.92    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1360000 | PA      | $1430436.58   | 0.00%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                                               | Bank of China Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490064D4J0UOZ7XS89       | Long             | DBT              | CORP              | CN        |    800000 | PA      | $800743.95    | 0.00%             | 2027-06-14      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Amaggi Luxembourg International SARL                                             | Amaggi Luxembourg International SARL                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    800000 | PA      | $798676.10    | 0.00%             | 2028-01-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    670000 | PA      | $643529.73    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3400000 | PA      | $3362544.68   | 0.01%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    935000 | PA      | $983629.03    | 0.00%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    620000 | PA      | $699276.94    | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  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        |    860000 | PA      | $848997.23    | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                               | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |    800000 | PA      | $822942.30    | 0.00%             | 2031-03-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2876650 | PA      | $2930992.00   | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25639500 | PA      | $19253662.03  | 0.05%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                                        | Central Japan Railway Co.                                                                                                     | CUSIP: 153766AA8<br>LEI: 353800YAR3OVUITHTG64 | Long             | DBT              | CORP              | JP        |    467000 | PA      | $389488.12    | 0.00%             | 2045-11-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    535000 | PA      | $548878.11    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    520000 | PA      | $574717.13    | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co.                                                            | Monongahela Power Co.                                                                                                         | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $709777.75    | 0.00%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    875000 | PA      | $718317.67    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    855000 | PA      | $877702.01    | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    910000 | PA      | $958074.47    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1450000 | PA      | $1513177.79   | 0.00%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |   1600000 | PA      | $1658265.23   | 0.00%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5JM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6385299 | PA      | $5971435.82   | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1560108.31   | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                                    | TerraForm Power Operating LLC                                                                                                 | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    740000 | PA      | $740926.02    | 0.00%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois, Series 2010-5                                                                                              | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    571429 | PA      | $618002.24    | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280667.72    | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303528 | PA      | $285023.04    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    485000 | PA      | $494920.58    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | Dallas Area Rapid Transit, Series 2010B                                                                                       | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    525000 | PA      | $489770.10    | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1103174.48   | 0.00%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                                         | New Home Co., Inc. (The)                                                                                                      | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    405000 | PA      | $422334.08    | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    663000 | PA      | $618025.80    | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                                         | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $914648.62    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vigorous Champion International Ltd.                                             | Vigorous Champion International Ltd.                                                                                          | CUSIP: N/A<br>LEI: 254900LCCR122N588062       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $399172.01    | 0.00%             | 2029-05-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    220000 | PA      | $222620.58    | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                           | Fiesta Purchaser, Inc.                                                                                                        | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $560472.77    | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    445000 | PA      | $420342.28    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    765000 | PA      | $795036.66    | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    485000 | PA      | $353226.19    | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sharp HealthCare                                                                 | Sharp HealthCare, Series 20B                                                                                                  | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |    460000 | PA      | $283245.83    | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of Communications Co. Ltd.                                                  | Bank of Communications Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | DBT              | CORP              | CN        |    800000 | PA      | $801703.85    | 0.00%             | 2027-08-01      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3873 | PA      | $3857.40      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2200000 | PA      | $1899672.31   | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    766000 | PA      | $752156.17    | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                                                 | Pampa Energia SA                                                                                                              | CUSIP: N/A<br>LEI: 254900QNIK0CVURGML24       | Long             | DBT              | CORP              | AR        |    720000 | PA      | $733809.58    | 0.00%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                                                                | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    580000 | PA      | $582137.77    | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    755000 | PA      | $695585.09    | 0.00%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1196169.70   | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2765000 | PA      | $2747232.40   | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                                | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1208025.00   | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4785805 | PA      | $4444130.17   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    915000 | PA      | $963965.82    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                                                            | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    740000 | PA      | $776229.02    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3382105 | PA      | $3141684.04   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    694000 | PA      | $696830.89    | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1285861.12   | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1200000 | PA      | $1325651.18   | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296326.97    | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | Safehold GL Holdings LLC                                                                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    355000 | PA      | $377559.65    | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                                  | Albemarle Corp.                                                                                                               | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    472000 | PA      | $433367.61    | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1400000 | PA      | $1376695.83   | 0.00%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $176917.41    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1318101.46   | 0.00%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2025, Sub-Series D-2                                                                                 | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    250000 | PA      | $242564.03    | 0.00%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: —       |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    588000 | PA      | $532085.62    | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    540000 | PA      | $548290.22    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1040000 | PA      | $1062501.54   | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47650000 | PA      | $46845906.25  | 0.13%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3321669 | PA      | $3416899.51   | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    508000 | PA      | $516974.79    | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    610000 | PA      | $490559.42    | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1952471.27   | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    855000 | PA      | $882114.01    | 0.00%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1406005.17   | 0.00%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19391004 | PA      | $19388233.71  | 0.06%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristow Group, Inc.                                                              | Bristow Group, Inc.                                                                                                           | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    422000 | PA      | $422787.48    | 0.00%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1300469.18   | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: N/A<br>LEI: 988400TFZILHBD5M3R71       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $402139.44    | 0.00%             | 2030-07-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8W78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1744674 | PA      | $1562500.90   | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $5092937.27   | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-166, Class A2 | CUSIP: 3137HHJA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $7570694.62   | 0.02%             | 2034-10-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp.                                                             | Trinity Health Corp., Series 2019                                                                                             | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    407000 | PA      | $307073.07    | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $480447.04    | 0.00%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    675000 | PA      | $691649.58    | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd.                                                                 | Emaar Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300NZHOOO6634T541       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $385156.19    | 0.00%             | 2031-07-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1277312.67   | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $609168.09    | 0.00%             | 2029-01-31      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Hongkong International Qingdao Co. Ltd.                                          | Hongkong International Qingdao Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300SGT6G2H5JRJN32       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $813258.88    | 0.00%             | 2028-04-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9YJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79177 | PA      | $78576.64     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                                           | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    800000 | PA      | $819696.56    | 0.00%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $846324.60    | 0.00%             | 2034-10-05      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $512534.70    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54600000 | PA      | $54685312.50  | 0.16%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259666.39    | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1171000 | PA      | $1391164.38   | 0.00%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344574.43    | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | 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        |   2000000 | PA      | $2041259.20   | 0.01%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63114000 | PA      | $50796908.44  | 0.14%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                                                                | CUSIP: 05971V2J3<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    800000 | PA      | $834376.09    | 0.00%             | 2035-07-30      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415134.47    | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1126736.55   | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                  | Atlassian Corp.                                                                                                               | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    665000 | PA      | $683706.89    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Petronas Energy Canada Ltd.                                                      | Petronas Energy Canada Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 5493001PEB90YGTDC638       | Long             | DBT              | CORP              | CA        |    400000 | PA      | $384479.52    | 0.00%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | Texas Department of Transportation State Highway Fund, Series 2010                                                            | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1138893.32   | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1519937.70   | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    535000 | PA      | $551021.29    | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp.                                                  | Oaktree Specialty Lending Corp.                                                                                               | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372027.30    | 0.00%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority, Series 2023                            | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1236157.77   | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $407292.04    | 0.00%             | 2028-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    770000 | PA      | $788840.31    | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    545000 | PA      | $534885.61    | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1255000 | PA      | $1276930.00   | 0.00%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1022627.27   | 0.00%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    460000 | PA      | $478362.73    | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1016350.61   | 0.00%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30127040 | PA      | $26102116.75  | 0.07%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56827.60     | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    495000 | PA      | $440307.97    | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    630000 | PA      | $633455.22    | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92568 | PA      | $86691.51     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd.                                          | State Grid Overseas Investment BVI Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |   1900000 | PA      | $1721494.13   | 0.00%             | 2030-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    665000 | PA      | $608007.72    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    520000 | PA      | $523872.52    | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1418194 | PA      | $1313618.56   | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAM7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    845000 | PA      | $867251.12    | 0.00%             | 2029-07-02      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    635000 | PA      | $629720.44    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1333252.88   | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    625000 | PA      | $610167.52    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1355000 | PA      | $1107343.82   | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    330000 | PA      | $293787.62    | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   1030000 | PA      | $1050213.16   | 0.00%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    515000 | PA      | $519348.54    | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    459000 | PA      | $351196.31    | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    652000 | PA      | $550645.56    | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |   1400000 | PA      | $1273053.76   | 0.00%             | 2036-09-23      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series D                                                                           | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    545000 | PA      | $546900.78    | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1480230.23   | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KGGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1476716 | PA      | $1379674.45   | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1100007.80   | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | Ford Credit Floorplan Master Owner Trust A, Series 2025-2, Class A1                                                           | CUSIP: 34528QJU9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $751599.71    | 0.00%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    765000 | PA      | $773521.08    | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    605000 | PA      | $604498.76    | 0.00%             | 2035-11-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    828000 | PA      | $823827.47    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1323442.95   | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    460000 | PA      | $352301.71    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                                                                | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2751002.95   | 0.01%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80398000 | PA      | $80781146.72  | 0.23%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2896534 | PA      | $3005417.35   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                    | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    735000 | PA      | $722864.59    | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    845000 | PA      | $847780.15    | 0.00%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    745000 | PA      | $600946.83    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1004224.44   | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1400000 | PA      | $1417893.73   | 0.00%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    436000 | PA      | $378983.66    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $889241.63    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AmBank M Bhd.                                                                    | AmBank M Bhd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300DAPZWBBF0Y6447       | Long             | DBT              | CORP              | MY        |    400000 | PA      | $409983.91    | 0.00%             | 2030-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    790000 | PA      | $776084.58    | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51835000 | PA      | $51624420.31  | 0.15%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    445000 | PA      | $435843.41    | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398954.40    | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896882.73    | 0.00%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BN3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    780000 | PA      | $782703.27    | 0.00%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    725000 | PA      | $461960.35    | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFR9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363869.40    | 0.00%             | 2031-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2Q8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   4135000 | PA      | $4214852.27   | 0.01%             | 2029-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1065000 | PA      | $1048447.21   | 0.00%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28483000 | PA      | $28029052.19  | 0.08%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $2050090.40   | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                                           | Perimeter Holdings LLC                                                                                                        | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $505256.32    | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $249124.25    | 0.00%             | 2031-01-14      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Barings BDC, Inc.                                                                | Barings BDC, Inc.                                                                                                             | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263345.27    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                                        | RLGH Finance Bermuda Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300JARQYXR76TRX40       | Long             | DBT              | CORP              | BM        |    400000 | PA      | $452826.65    | 0.00%             | 2031-07-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W2PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7018926 | PA      | $7209868.68   | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $919207.75    | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5544395 | PA      | $5821501.11   | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WK3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118741 | PA      | $112023.65    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    667000 | PA      | $699955.46    | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    410000 | PA      | $417855.88    | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                                               | Smith & Nephew plc                                                                                                            | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $997954.73    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4259792 | PA      | $4478856.19   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1149366.63   | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    960000 | PA      | $701765.71    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    946000 | PA      | $687819.34    | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Limak Yenilenebilir Enerji A/S                                                   | Limak Yenilenebilir Enerji A/S                                                                                                | CUSIP: N/A<br>LEI: 789000WFO2FHRONHFN18       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $593094.79    | 0.00%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                        | PPL Capital Funding, Inc.                                                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275362.49    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    425000 | PA      | $436471.74    | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185605.83    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DPHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4108791 | PA      | $4237021.99   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    380000 | PA      | $363293.09    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    775000 | PA      | $772856.79    | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    520000 | PA      | $529751.50    | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                                                                     | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276347.89    | 0.00%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    615500 | PA      | $422158.57    | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y7E95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3390908 | PA      | $3548064.31   | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   1400000 | PA      | $1470081.63   | 0.00%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48985000 | PA      | $50473684.77  | 0.14%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                      | Sumitomo Life Insurance Co.                                                                                                   | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1005237.46   | 0.00%             | 2055-09-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                              | Flowers Foods, Inc.                                                                                                           | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248640.48    | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1329174.22   | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 65163LAB5<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    682000 | PA      | $657203.04    | 0.00%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                                      | Stellantis Finance US, Inc.                                                                                                   | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    460000 | PA      | $486152.20    | 0.00%             | 2032-09-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMQY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18838240 | PA      | $17600018.09  | 0.05%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2053678.32   | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3176257.35   | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-170, Class A2 | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $415246.94    | 0.00%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                             | Kennedy-Wilson, Inc.                                                                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    615000 | PA      | $590855.93    | 0.00%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Government of Jamaica (The)                                                      | Jamaica Government Bond                                                                                                       | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   1150000 | PA      | $1183117.90   | 0.00%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC                                                                                                           | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    555000 | PA      | $584804.15    | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1626788.29   | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    435000 | PA      | $258917.12    | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pentair Finance SARL                                                             | Pentair Finance SARL                                                                                                          | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    725000 | PA      | $728224.51    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2345630.80   | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554251.09    | 0.00%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BN3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    855000 | PA      | $887850.32    | 0.00%             | 2033-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    910000 | PA      | $918755.59    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Global Partners LP                                                               | Global Partners LP                                                                                                            | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    485000 | PA      | $511150.22    | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                                                         | Empire Communities Corp.                                                                                                      | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $506456.32    | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346175 | PA      | $325520.38    | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    685000 | PA      | $693684.60    | 0.00%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    775000 | PA      | $773754.76    | 0.00%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $1943299.31   | 0.01%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    425000 | PA      | $401507.43    | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-2                                                                                         | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2207788.40   | 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        |   2510000 | PA      | $2604624.71   | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175956.96    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    720000 | PA      | $742018.23    | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    765000 | PA      | $876690.10    | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106354 | PA      | $105604.69    | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: 66980Q2F3<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812253.63    | 0.00%             | 2031-09-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    335000 | PA      | $244472.00    | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    370000 | PA      | $344845.32    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1908270.05   | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2S7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489122.30    | 0.00%             | 2028-04-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $747559.14    | 0.00%             | 2037-01-13      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    645000 | PA      | $662955.48    | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WLCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146304 | PA      | $141444.87    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272377.23    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2305151 | PA      | $2339288.26   | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325437.28    | 0.00%             | 2029-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    535000 | PA      | $560654.13    | 0.00%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140LXF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    782881 | PA      | $771537.40    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780EF9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $197551.26    | 0.00%             | 2036-02-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDJ6<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   4550000 | PA      | $4580126.85   | 0.01%             | 2028-01-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1175765.33   | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    755000 | PA      | $781489.43    | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAJ9<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $418546.04    | 0.00%             | 2053-01-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    490000 | PA      | $506253.45    | 0.00%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    560000 | PA      | $577410.79    | 0.00%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                             | State of Kuwait                                                                                                               | CUSIP: N/A<br>LEI: 549300FSC1YD0D9XX589       | Long             | DBT              | NUSS              | KW        |   3000000 | PA      | $2994110.42   | 0.01%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 556079AF8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    815000 | PA      | $887066.49    | 0.00%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-4                                                                                | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4437827.47   | 0.01%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    660000 | PA      | $695463.49    | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    695000 | PA      | $692750.09    | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA, Series 2033                                                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    540000 | PA      | $546282.71    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | Caisse d'Amortissement de la Dette Sociale                                                                                    | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    590000 | PA      | $524984.22    | 0.00%             | 2032-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    230000 | PA      | $188817.18    | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                                              | Simmons Foods, Inc.                                                                                                           | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $881938.53    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    417000 | PA      | $417737.16    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8996508 | PA      | $7794588.89   | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd., Series A                                                                          | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $390518.10    | 0.00%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $594573.49    | 0.00%             | 2027-11-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    590000 | PA      | $592778.22    | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    332000 | PA      | $354303.41    | 0.00%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7703193 | PA      | $6876542.37   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1125000 | PA      | $1012870.01   | 0.00%             | 2051-01-21      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    808000 | PA      | $724853.44    | 0.00%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    390000 | PA      | $336553.29    | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 4                                             | Saudi Electricity Global Sukuk Co. 4                                                                                          | CUSIP: N/A<br>LEI: 549300KSEZC1HOYC2778       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1215246.44   | 0.00%             | 2028-09-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  88525307 | PA      | $71961641.12  | 0.21%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607531.56    | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    755000 | PA      | $756927.06    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41356000 | PA      | $41717865.00  | 0.12%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                                   | Texas Natural Gas Securitization Finance Corp., Series 2023A-2                                                                | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1335000 | PA      | $1357505.01   | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1038836.54   | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1150000 | PA      | $1225556.72   | 0.00%             | 2055-01-19      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1505762.51   | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | Blue Owl Finance LLC                                                                                                          | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    470000 | PA      | $335467.84    | 0.00%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126753.35    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43400000 | PA      | $40796000.00  | 0.12%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                                                            | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    680000 | PA      | $707226.39    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    625000 | PA      | $704417.12    | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $413803.48    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    720000 | PA      | $724831.27    | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                               | Hormel Foods Corp.                                                                                                            | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580682.36    | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   3260000 | PA      | $2876356.16   | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1261587.11   | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68931 | PA      | $66641.73     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    830000 | PA      | $775632.67    | 0.00%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                               | APLD ComputeCo LLC                                                                                                            | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2285615.94   | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | Orlando Health Obligated Group                                                                                                | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $381213.81    | 0.00%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co. (The)                                                  | Narragansett Electric Co. (The)                                                                                               | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    545000 | PA      | $560158.57    | 0.00%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    685000 | PA      | $710990.80    | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645014.31    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                  | Nationwide Mutual Insurance Co.                                                                                               | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    725000 | PA      | $966400.05    | 0.00%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    805000 | PA      | $755209.17    | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    690000 | PA      | $742791.98    | 0.00%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA                                                                                                              | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    440000 | PA      | $455679.93    | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                                                                 | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    816000 | PA      | $739996.48    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1089491.49   | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                                                              | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    435000 | PA      | $499304.21    | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                              | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    460000 | PA      | $464501.52    | 0.00%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0AW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1868639 | PA      | $1919309.18   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1220372.38   | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    479000 | PA      | $515195.07    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    520000 | PA      | $528564.15    | 0.00%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2844940 | PA      | $2419163.05   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    661000 | PA      | $569586.59    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19877701 | PA      | $17212594.27  | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fairfax India Holdings Corp.                                                     | Fairfax India Holdings Corp.                                                                                                  | CUSIP: N/A<br>LEI: 549300K2JHXU7AX7CV78       | Long             | DBT              | CORP              | CA        |    500000 | PA      | $478415.00    | 0.00%             | 2028-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2022A                                                                         | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1102460.55   | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1036965.05   | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                                   | TGNR Intermediate Holdings LLC                                                                                                | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    730000 | PA      | $722590.34    | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    270000 | PA      | $293387.54    | 0.00%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                                                             | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    735000 | PA      | $753364.03    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCZ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300085.79    | 0.00%             | 2030-11-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                                | Children's Health System of Texas                                                                                             | CUSIP: 16876HAB5<br>LEI: 2549009WMIANX4ENYU35 | Long             | DBT              | CORP              | US        |    424000 | PA      | $251209.44    | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. X LLC                                                      | KKR Group Finance Co. X LLC                                                                                                   | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $580269.60    | 0.00%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1729537.44   | 0.00%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKDQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3940723 | PA      | $4066854.19   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KAU4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    330000 | PA      | $295154.76    | 0.00%             | 2057-09-29      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                          | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    785000 | PA      | $350710.54    | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    490000 | PA      | $347326.82    | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    545000 | PA      | $561131.65    | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206293.41    | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3302000 | PA      | $3316216.73   | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                       | Citadel LP                                                                                                                    | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285759.59    | 0.00%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cosan Luxembourg SA                                                              | Cosan Luxembourg SA                                                                                                           | CUSIP: N/A<br>LEI: 222100ZY943WERK7RZ38       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $609497.25    | 0.00%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1591930.33   | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267662.46    | 0.00%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                         | Enel Finance America LLC                                                                                                      | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $853970.49    | 0.00%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                                                                        | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    345000 | PA      | $373011.84    | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                              | Prairie Acquiror LP                                                                                                           | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    415000 | PA      | $430716.07    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |   1995322 | PA      | $1973848.00   | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    565000 | PA      | $562308.40    | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    610000 | PA      | $607897.52    | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    845000 | PA      | $856214.87    | 0.00%             | 2027-03-25      | Fixed         | 5.07%                 | 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        |    754000 | PA      | $775166.54    | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55510.16     | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                       | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $402461.22    | 0.00%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2409915.07   | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865399 | PA      | $800821.80    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1700000 | PA      | $1728112.00   | 0.00%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    436000 | PA      | $296357.03    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    960000 | PA      | $974070.45    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    659000 | PA      | $598007.18    | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: 45434M2H4<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $566797.51    | 0.00%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                   | K. Hovnanian Enterprises, Inc.                                                                                                | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296624.88    | 0.00%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1582648.21   | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2675130.72   | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    515000 | PA      | $404171.82    | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                              | Stagwell Global LLC                                                                                                           | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1086123.10   | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    646000 | PA      | $599812.49    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings, Inc.                                                       | BAE Systems Holdings, Inc.                                                                                                    | CUSIP: 05523UAL4<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    776000 | PA      | $711588.01    | 0.00%             | 2044-10-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    625000 | PA      | $616584.19    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359767.42    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2415000 | PA      | $2497938.02   | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359246.48    | 0.00%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                                | OneSky Flight LLC                                                                                                             | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    550000 | PA      | $588048.41    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    731000 | PA      | $620021.94    | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    665000 | PA      | $702853.46    | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491621.17    | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448355.13    | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                                             | Pebblebrook Hotel LP                                                                                                          | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |    418000 | PA      | $427122.84    | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |    660000 | PA      | $645407.51    | 0.00%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Papua New Guinea Government International Bond                                   | Papua New Guinea Government International Bond                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PG        |    480000 | PA      | $501756.25    | 0.00%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    810000 | PA      | $836372.32    | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916113.47    | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Arab Energy Fund  (The)                                                          | Arab Energy Fund  (The)                                                                                                       | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | US        |    430000 | PA      | $444400.72    | 0.00%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                           | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    723000 | PA      | $816040.55    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mylan, Inc.                                                                      | Mylan, Inc.                                                                                                                   | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    849000 | PA      | $851419.72    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAG2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $408762.27    | 0.00%             | 2029-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    915000 | PA      | $859983.34    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1045672.62   | 0.00%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26882PAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $362902.23    | 0.00%             | 2034-06-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1250774.59   | 0.00%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                                         | Virgin Media Finance plc                                                                                                      | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    910000 | PA      | $801052.74    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    515000 | PA      | $504232.15    | 0.00%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $871417.75    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    461000 | PA      | $328706.91    | 0.00%             | 2049-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    205000 | PA      | $189431.77    | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1530000 | PA      | $1586946.25   | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    925000 | PA      | $927057.06    | 0.00%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    687000 | PA      | $580948.50    | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247559.94    | 0.00%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                    | KEB Hana Bank                                                                                                                 | CUSIP: 48723TAG6<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $415419.94    | 0.00%             | 2029-04-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                                | Iliad Holding SAS                                                                                                             | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    865000 | PA      | $886774.23    | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867224AB3<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    806000 | PA      | $617132.58    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    465000 | PA      | $427529.18    | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1051075.82   | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                                                                         | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    595000 | PA      | $571348.61    | 0.00%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M1, Class A2                                      | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596022 | PA      | $588031.40    | 0.00%             | 2027-12-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                                    | Garrett Motion Holdings, Inc.                                                                                                 | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $894463.85    | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64953BBW7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    605000 | PA      | $611354.29    | 0.00%             | 2028-04-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    969000 | PA      | $662236.41    | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFNV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7824 | PA      | $7355.74      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                                                           | CUSIP: N/A<br>LEI: 549300G475ACIABB4385       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $358028.45    | 0.00%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    535000 | PA      | $564607.40    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                          | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218913.44    | 0.00%             | 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        |    585000 | PA      | $513660.35    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                        | WEX, Inc.                                                                                                                     | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    555000 | PA      | $567070.93    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rumo Luxembourg SARL                                                             | Rumo Luxembourg SARL                                                                                                          | CUSIP: N/A<br>LEI: 222100HOIQFT7YOSPB46       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $554251.62    | 0.00%             | 2032-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1101780.68   | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2325000 | PA      | $2418666.01   | 0.01%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    772000 | PA      | $664469.97    | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1140868.16   | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389038.76    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    755000 | PA      | $865626.05    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                                                                | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    695000 | PA      | $699702.90    | 0.00%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                             | Equinix Europe 2 Financing Corp. LLC                                                                                          | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    845000 | PA      | $848091.50    | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1190345.39   | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342197.45    | 0.00%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1272744 | PA      | $1054850.01   | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    530000 | PA      | $508636.55    | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                                     | Suburban Propane Partners LP                                                                                                  | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $422946.32    | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Land O'Lakes Capital Trust I                                                     | Land O'Lakes Capital Trust I                                                                                                  | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229800 | PA      | $236718.58    | 0.00%             | 2028-03-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1850000 | PA      | $1951338.62   | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China (The)                                                | Export-Import Bank of China (The)                                                                                             | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $703307.88    | 0.00%             | 2047-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western & Southern Financial Group, Inc.                                         | Western & Southern Financial Group, Inc.                                                                                      | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |    660000 | PA      | $688789.31    | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1125000 | PA      | $1153901.98   | 0.00%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    319310 | PA      | $312185.16    | 0.00%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                              | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    460000 | PA      | $472413.40    | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                               | Ma'aden Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900QDNU6I6VA8UL14       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $819614.84    | 0.00%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                              | Province of Alberta                                                                                                           | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     15000 | PA      | $14701.32     | 0.00%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $782493.99    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    460000 | PA      | $483938.98    | 0.00%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2010S-3                                                                                       | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    775000 | PA      | $884050.24    | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    775000 | PA      | $766000.58    | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    660000 | PA      | $659682.25    | 0.00%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    345000 | PA      | $343157.29    | 0.00%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1780644.27   | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $683528.07    | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8380484 | PA      | $8537753.61   | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARB BondCo plc                                                                  | MARB BondCo plc                                                                                                               | CUSIP: N/A<br>LEI: 254900PVA1EU6QM1JN57       | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1089126.08   | 0.00%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    860000 | PA      | $758661.52    | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    740000 | PA      | $761599.25    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: 88323AAG7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $182040.87    | 0.00%             | 2030-06-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    420000 | PA      | $481882.15    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1245104.46   | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1111407.72   | 0.00%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1335085.90   | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                                                           | CUSIP: 13063EGT7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    350000 | PA      | $357754.52    | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America, Inc.                                                    | Komatsu Finance America, Inc.                                                                                                 | CUSIP: 50048WAB4<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397665.47    | 0.00%             | 2030-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1366698 | PA      | $1188178.31   | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    883000 | PA      | $994521.68    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    769000 | PA      | $778241.31    | 0.00%             | 2042-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $981663.87    | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999768.67    | 0.00%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                  | Mohegan Tribal Gaming Authority                                                                                               | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $483713.49    | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202515.14    | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1153712.79   | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1405000 | PA      | $1464877.96   | 0.00%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552067.46    | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   1625000 | PA      | $1636507.12   | 0.00%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $621483.96    | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1402751.46   | 0.00%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Empresa de Transmision Electrica SA                                              | Empresa de Transmision Electrica SA                                                                                           | CUSIP: N/A<br>LEI: 254900RX1DOMC83TZ320       | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $307982.89    | 0.00%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1420124.29   | 0.00%             | 2029-03-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    865000 | PA      | $872537.98    | 0.00%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                                                                          | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86211.29     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    725000 | PA      | $702889.35    | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    515000 | PA      | $513685.17    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2552104.25   | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901052.02    | 0.00%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378006.02    | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1300000 | PA      | $1160040.03   | 0.00%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $555977.81    | 0.00%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW Finance DAC                                                                                                           | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    580000 | PA      | $598733.41    | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5082000 | PA      | $3721519.69   | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2040000 | PA      | $1942355.27   | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46650000 | PA      | $45768023.44  | 0.13%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   1400000 | PA      | $1544936.56   | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $693097.98    | 0.00%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    845000 | PA      | $864760.73    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    930000 | PA      | $952356.84    | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5685316 | PA      | $4414367.31   | 0.01%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                                                                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |   1600000 | PA      | $1648656.00   | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8453919 | PA      | $7836310.32   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $350371.76    | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    505000 | PA      | $471976.07    | 0.00%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                             | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1199000 | PA      | $1184846.19   | 0.00%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    750000 | PA      | $740013.86    | 0.00%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26671000 | PA      | $26127356.47  | 0.07%             | 2056-02-25      | Fixed         | 4.50%                 | 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        |    802000 | PA      | $802948.39    | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1546932.67   | 0.00%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    235000 | PA      | $235658.97    | 0.00%             | 2029-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAX4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    280000 | PA      | $247565.26    | 0.00%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    385000 | PA      | $394974.55    | 0.00%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1426543.30   | 0.00%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    459000 | PA      | $455808.93    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $1833255.72   | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    518000 | PA      | $587955.63    | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X6TY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10605882 | PA      | $9763393.44   | 0.03%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                                                              | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    320000 | PA      | $267281.50    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QWMN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65204 | PA      | $61049.32     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902030.68    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    420000 | PA      | $431074.64    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    912000 | PA      | $912145.07    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co. Ltd.                                                  | Mirae Asset Securities Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $417538.54    | 0.00%             | 2029-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1185580.25   | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    530000 | PA      | $570740.34    | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    410000 | PA      | $398350.19    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201286.20    | 0.00%             | 2029-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $957842.06    | 0.00%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2265000 | PA      | $2144309.58   | 0.01%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    770000 | PA      | $806758.79    | 0.00%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $642097.00    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $293768.47    | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2652966.32   | 0.01%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Prospect Capital Corp.                                                           | Prospect Capital Corp.                                                                                                        | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266554.97    | 0.00%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: —       |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                                                                        | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    780000 | PA      | $882377.00    | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    470000 | PA      | $487758.06    | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CCB Shipping and Aviation Leasing Corp. Ltd.                                     | CCB Shipping and Aviation Leasing Corp. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 836800V637O21R4LHK69       | Long             | DBT              | CORP              | HK        |    800000 | PA      | $801353.97    | 0.00%             | 2028-09-17      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series C                                                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    415000 | PA      | $414962.88    | 0.00%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                         | Eagle Funding Luxco SARL                                                                                                      | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |  11500000 | PA      | $11678336.77  | 0.03%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2328066.01   | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | Sun Communities Operating LP                                                                                                  | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    625000 | PA      | $594888.89    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                                                                     | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1236282.94   | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WGYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6680 | PA      | $6472.28      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    925000 | PA      | $934835.86    | 0.00%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | Ohio Turnpike & Infrastructure Commission, Series 2020A                                                                       | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $119480.30    | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    722000 | PA      | $666033.02    | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                       | Dana, Inc.                                                                                                                    | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194640.42    | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $407461.12    | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                                    | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766998.13    | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                          | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1170000 | PA      | $1153234.24   | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    780000 | PA      | $764207.53    | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325291 | PA      | $322998.72    | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Janus Henderson US Holdings, Inc.                                                | Janus Henderson US Holdings, Inc.                                                                                             | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316536.11    | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485617.92    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    648000 | PA      | $651482.38    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    830000 | PA      | $854870.63    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1106491.94   | 0.00%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    588000 | PA      | $464354.36    | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1264236.94   | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 123489000 | PA      | $122668955.86 | 0.35%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    480000 | PA      | $476401.64    | 0.00%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                           | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $778541.97    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                                                                          | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    345000 | PA      | $355769.38    | 0.00%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1304777.06   | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    935000 | PA      | $946071.01    | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2225000 | PA      | $2408633.40   | 0.01%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1606305.17   | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3218838.01   | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    495000 | PA      | $515125.33    | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    715000 | PA      | $694257.96    | 0.00%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fab Sukuk Co. Ltd.                                                               | Fab Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300JEV79SSEDKS489       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $394025.23    | 0.00%             | 2027-03-02      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                              | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $404042.09    | 0.00%             | 2030-05-19      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    918000 | PA      | $823982.71    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp.                                                                   | Wachovia Corp.                                                                                                                | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1100029.45   | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $828268.63    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                           | Stena International SA                                                                                                        | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    405000 | PA      | $419157.94    | 0.00%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569062.69    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    500000 | PA      | $461724.86    | 0.00%             | 2040-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                                       | Planet Financial Group LLC                                                                                                    | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $524185.27    | 0.00%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2400000 | PA      | $1873152.89   | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3                                                                 | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1110982.45   | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                   | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $480737.46    | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    680000 | PA      | $685495.46    | 0.00%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7NJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130458 | PA      | $126125.88    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10101363 | PA      | $10285094.66  | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    305000 | PA      | $251142.53    | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    670000 | PA      | $715752.04    | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    855000 | PA      | $878069.46    | 0.00%             | 2035-11-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | Spectra Energy Partners LP                                                                                                    | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    705000 | PA      | $712285.95    | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    823000 | PA      | $636963.55    | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LSEG US Fin Corp.                                                                | LSEG US Fin Corp.                                                                                                             | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    710000 | PA      | $717805.35    | 0.00%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oceanica Lux                                                                     | Oceanica Lux                                                                                                                  | CUSIP: N/A<br>LEI: 635400VU48WVABC1TO64       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $207567.54    | 0.00%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    492000 | PA      | $456776.54    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Capital Market Ltd.                                      | Sun Hung Kai Properties Capital Market Ltd.                                                                                   | CUSIP: N/A<br>LEI: 222100WJDEUAP4JLW867       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197464.05    | 0.00%             | 2029-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic, Series 2013                                                                                                      | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    260000 | PA      | $207481.97    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQZ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1195569 | PA      | $1192302.84   | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349778.49    | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co., Series C                                                                                                      | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    511000 | PA      | $497756.34    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    760000 | PA      | $699894.99    | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    795000 | PA      | $797046.53    | 0.00%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    975000 | PA      | $746739.23    | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1575000 | PA      | $1557169.02   | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $868422.08    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    995000 | PA      | $919055.24    | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2742000 | PA      | $2639713.42   | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | Iberdrola International BV                                                                                                    | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    457000 | PA      | $518586.17    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143453.38    | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                                 | Cooper-Standard Automotive, Inc.                                                                                              | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    414845 | PA      | $407718.42    | 0.00%             | 2027-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311348.44    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $608123.99    | 0.00%             | 2029-07-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8LY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282663 | PA      | $267431.40    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    435000 | PA      | $302524.11    | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3764554.09   | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    420000 | PA      | $417387.17    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    320000 | PA      | $347616.95    | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Science City Guangzhou Investment Group Co. Ltd.                                 | Science City Guangzhou Investment Group Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 30030084X5FIH4GPJV94       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $405973.30    | 0.00%             | 2027-04-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University, Series 2020B                                                                                     | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $457381.04    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp., Series B                                                                                           | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532399.72    | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AJ4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1025000 | PA      | $1035353.89   | 0.00%             | 2027-09-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Omniyat Sukuk 1 Ltd.                                                             | Omniyat Sukuk 1 Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900RFKE3XFTFFLM58       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $617267.19    | 0.00%             | 2028-05-06      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    788000 | PA      | $469719.46    | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14769975 | PA      | $12045249.37  | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class A3                                                 | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $154129.05    | 0.00%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $553388.89    | 0.00%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512153.36    | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3431765 | PA      | $2973445.06   | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                                                                        | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    915000 | PA      | $861800.50    | 0.00%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 335800F2JHSOGXQEBY56       | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $397020.24    | 0.00%             | 2027-12-13      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    696000 | PA      | $677639.06    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $178063.31    | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    811000 | PA      | $728363.60    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp., Series I.                                                                                             | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    605000 | PA      | $606569.17    | 0.00%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $279545.10    | 0.00%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    698000 | PA      | $615145.55    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    365209 | PA      | $359961.73    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66750000 | PA      | $34897734.38  | 0.10%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    923000 | PA      | $875907.99    | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LTL5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257870.57    | 0.00%             | 2029-06-21      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    801000 | PA      | $712343.35    | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    830000 | PA      | $801898.72    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    153000 | PA      | $153044.97    | 0.00%             | 2027-05-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    335000 | PA      | $351120.06    | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K-1512, Class A2                    | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    910000 | PA      | $864170.66    | 0.00%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class C                                                                               | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $433233.71    | 0.00%             | 2057-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                                         | Specialty Building Products Holdings LLC                                                                                      | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $552668.30    | 0.00%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                                     | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    390000 | PA      | $352375.45    | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1299170.69   | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1015382.91   | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series C                                                                                       | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    535000 | PA      | $424274.94    | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    321000 | PA      | $287796.03    | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C61, Class A4                                                              | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4231000 | PA      | $3815515.63   | 0.01%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5473490 | PA      | $5580875.02   | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1030614.45   | 0.00%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                             | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    763000 | PA      | $632359.24    | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1869697.14   | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    960000 | PA      | $867572.87    | 0.00%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2H6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1613000 | PA      | $1650912.89   | 0.00%             | 2030-01-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $32425078.13  | 0.09%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                   | Brookfield Capital Finance LLC                                                                                                | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    660000 | PA      | $703333.91    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                                               | ANZ New Zealand International Ltd.                                                                                            | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    985000 | PA      | $1018828.17   | 0.00%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1205000 | PA      | $1087476.06   | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1045000 | PA      | $950024.03    | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4392493 | PA      | $3602746.96   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    548000 | PA      | $548786.01    | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series 2025                                                                                               | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    720000 | PA      | $749368.17    | 0.00%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $987695.03    | 0.00%             | 2035-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211917.72    | 0.00%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4565728.43   | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    495000 | PA      | $510222.64    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    495000 | PA      | $440172.52    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    840000 | PA      | $791499.69    | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    800000 | PA      | $869557.31    | 0.00%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class A4                                                              | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $822498.68    | 0.00%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc., Series Jan                                                                                              | CUSIP: 00791GAE7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171102.74    | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1149897.45   | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128560 | PA      | $128080.10    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    926000 | PA      | $913563.42    | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | Yale University, Series 2020                                                                                                  | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    498000 | PA      | $297536.29    | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $115423.40    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1197000 | PA      | $1192463.40   | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                | Howard University, Series 22A                                                                                                 | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $135916.76    | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1005000 | PA      | $1039914.71   | 0.00%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                                              | Roller Bearing Co. of America, Inc.                                                                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    535000 | PA      | $527152.38    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Telecom Co.                                                                | Saudi Telecom Co.                                                                                                             | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | DBT              | CORP              | SA        |   1200000 | PA      | $1182419.17   | 0.00%             | 2029-05-13      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series 21-B                                                                                               | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248422.00    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    275000 | PA      | $259140.67    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $813171.55    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1384416.09   | 0.00%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| State Grid Europe Development 2014 plc                                           | State Grid Europe Development 2014 plc                                                                                        | CUSIP: N/A<br>LEI: 529900B2DHSUP1S0V619       | Long             | DBT              | CORP              | GB        |    700000 | PA      | $695201.37    | 0.00%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $949635.49    | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    595000 | PA      | $654342.12    | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021A1                                                                      | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $299343.37    | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    775000 | PA      | $797859.75    | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | City of Hope, Series 2013                                                                                                     | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297023.54    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                          | Anheuser-Busch Cos. LLC                                                                                                       | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4139092.58   | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Minera Mexico SA de CV                                                           | Minera Mexico SA de CV                                                                                                        | CUSIP: N/A<br>LEI: 2549005BMA2EK49I0T98       | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $843686.90    | 0.00%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                            | Protective Life Corp.                                                                                                         | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    735000 | PA      | $708192.03    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2021-L7, Class A4                                                                      | CUSIP: 61772TBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $444791.81    | 0.00%             | 2054-10-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1372355 | PA      | $1135130.18   | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211186 | PA      | $204276.62    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    373000 | PA      | $387099.88    | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1076305.51   | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    430000 | PA      | $419114.91    | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $709212.40    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3425262.01   | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co. (The)                                                          | East Ohio Gas Co. (The)                                                                                                       | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    910000 | PA      | $823177.75    | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LSEG Finance plc                                                                 | LSEG Finance plc                                                                                                              | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    824000 | PA      | $748709.37    | 0.00%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7RM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13845 | PA      | $13385.60     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $820019.48    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448618.94    | 0.00%             | 2031-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2557554.76   | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210561.48    | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                         | Group 1 Automotive, Inc.                                                                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    755000 | PA      | $739478.61    | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2869101.28   | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K-1512, Class A3                    | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    720000 | PA      | $653435.96    | 0.00%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2288000 | PA      | $2142105.74   | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $996791.76    | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $328836.96    | 0.00%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                                          | Carmax Auto Owner Trust, Series 2025-3, Class A3                                                                              | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4032906.00   | 0.01%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                                                                | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    738000 | PA      | $670883.36    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    955000 | PA      | $965451.81    | 0.00%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                       | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    740000 | PA      | $700648.07    | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | Scentre Group Trust 1                                                                                                         | CUSIP: 80622GAE4<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              | CORP              | AU        |   1445000 | PA      | $1448385.02   | 0.00%             | 2030-05-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5TQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12455910 | PA      | $12879000.81  | 0.04%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307ULW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9776 | PA      | $9665.50      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BS2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    970000 | PA      | $997202.39    | 0.00%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBA0<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190924.77    | 0.00%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                               | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    605000 | PA      | $556620.24    | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    612000 | PA      | $612736.80    | 0.00%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                                       | Rio Tinto Finance USA Ltd.                                                                                                    | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1410000 | PA      | $869478.72    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    682000 | PA      | $521717.38    | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                            | Walker & Dunlop, Inc.                                                                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128227.03    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    485000 | PA      | $270596.08    | 0.00%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR11, Class A3                                                                                            | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5258913.82   | 0.01%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | Ontario Teachers' Finance Trust                                                                                               | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   3615000 | PA      | $3650437.87   | 0.01%             | 2028-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Shanhai Hong Kong International Investments Ltd.                                 | Shanhai Hong Kong International Investments Ltd.                                                                              | CUSIP: N/A<br>LEI: 300300D8WPVL1SP9AS22       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $400013.39    | 0.00%             | 2028-04-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    905000 | PA      | $910506.91    | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    457000 | PA      | $369207.38    | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $922718.72    | 0.00%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1400000 | PA      | $1440968.23   | 0.00%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    780000 | PA      | $800221.66    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    520000 | PA      | $457319.17    | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $81296.30     | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1023564.63   | 0.00%             | 2030-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                               | British Airways Pass-Through Trust, Series 2021-1, Class A                                                                    | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464819 | PA      | $423465.14    | 0.00%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    120000 | PA      | $121191.08    | 0.00%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    890000 | PA      | $841926.69    | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | Ontario Teachers' Finance Trust                                                                                               | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   1420000 | PA      | $1256412.07   | 0.00%             | 2030-09-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRSL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3530822 | PA      | $3672641.94   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                               | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1031347.77   | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635835.43    | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    418131 | PA      | $440290.91    | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    625000 | PA      | $658173.94    | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q8WM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187244 | PA      | $181467.74    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   1200000 | PA      | $1218365.35   | 0.00%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    348000 | PA      | $380907.58    | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1650000 | PA      | $1679292.55   | 0.00%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDM5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12092.46     | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 127                                                                                           | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    439000 | PA      | $296968.39    | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    865000 | PA      | $866266.70    | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                                   | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    335000 | PA      | $329986.73    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Louisville Gas & Electric Co.                                                    | Louisville Gas & Electric Co.                                                                                                 | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    530000 | PA      | $537218.91    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2021BJ                                                                                       | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1305000 | PA      | $844684.83    | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455837.53    | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    695000 | PA      | $716924.15    | 0.00%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands, Inc.                                                       | Turning Point Brands, Inc.                                                                                                    | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    175000 | PA      | $187549.90    | 0.00%             | 2032-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $1243654.76   | 0.00%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436748.27    | 0.00%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    815000 | PA      | $834439.84    | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                                | Motion Finco SARL                                                                                                             | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    255000 | PA      | $219353.18    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    702000 | PA      | $554088.51    | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                           | Global Net Lease, Inc.                                                                                                        | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    495000 | PA      | $481755.54    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1063232.54   | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L8T31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137952 | PA      | $129331.18    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    712000 | PA      | $779440.92    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp.                                                            | SSM Health Care Corp., Series A                                                                                               | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324487.23    | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15453701 | PA      | $12871611.38  | 0.04%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2052777.69   | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                                   | SoftBank Corp.                                                                                                                | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $400059.78    | 0.00%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                                                               | StoneX Group, Inc.                                                                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    540000 | PA      | $574377.22    | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1487894.81   | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2020-GC47, Class A4                                                                      | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $938589.31    | 0.00%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3552001 | PA      | $3636067.12   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3229270.84   | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    865000 | PA      | $806363.80    | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CPI CG, Inc.                                                                     | CPI CG, Inc.                                                                                                                  | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    288000 | PA      | $306786.22    | 0.00%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | Willis-Knighton Medical Center, Series 2018                                                                                   | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $341543.44    | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2849944 | PA      | $2350023.55   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    875000 | PA      | $861029.39    | 0.00%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                               | Goldman Sachs Private Credit Corp.                                                                                            | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320967.04    | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028392.12   | 0.00%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA Global Funding Trust                                                                                                       | CUSIP: 36143L2D6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    645000 | PA      | $608648.06    | 0.00%             | 2028-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1017353.85   | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1407540.29   | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-162, Class A2 | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1312085.77   | 0.00%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                             | CrossCountry Intermediate HoldCo LLC                                                                                          | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $365492.78    | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6452269 | PA      | $6162748.60   | 0.02%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates LP                                                  | Provident Funding Associates LP                                                                                               | CUSIP: 74387UAK7<br>LEI: 54930043BMDE130FJ617 | Long             | DBT              | CORP              | US        |    610000 | PA      | $639650.09    | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    293000 | PA      | $283629.56    | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1063329.37   | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                                  | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1332160.87   | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    927000 | PA      | $925342.27    | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    742000 | PA      | $740196.12    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                                   | JELD-WEN, Inc.                                                                                                                | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    555000 | PA      | $487498.88    | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $584948.31    | 0.00%             | 2037-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17855222 | PA      | $16681613.14  | 0.05%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353066.96    | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3497490 | PA      | $3559055.88   | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                       | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $958087.60    | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    650000 | PA      | $631572.89    | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1380057.53   | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1045000 | PA      | $1082386.90   | 0.00%             | 2034-09-18      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Cathaylife Singapore Pte. Ltd.                                                   | Cathaylife Singapore Pte. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900XS5E0JG85JTY26       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $630804.04    | 0.00%             | 2034-07-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    360000 | PA      | $346447.51    | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                                | 180 Medical, Inc.                                                                                                             | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    512000 | PA      | $499051.85    | 0.00%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBU2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130138.23    | 0.00%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67104 | PA      | $68585.33     | 0.00%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    775000 | PA      | $757860.71    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $799310.89    | 0.00%             | 2027-07-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    936000 | PA      | $757213.37    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    585000 | PA      | $516336.42    | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30894700 | PA      | $21457334.61  | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1245979.92   | 0.00%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    295000 | PA      | $280060.81    | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    585000 | PA      | $596162.35    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                                                               | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    520000 | PA      | $536528.72    | 0.00%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1221756.33   | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1529000.15   | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  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        |   1085000 | PA      | $1148919.70   | 0.00%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    560000 | PA      | $455330.25    | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7241 | PA      | $7000.35      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $636466.33    | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    584000 | PA      | $520268.83    | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                          | SS&C Technologies, Inc.                                                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    745000 | PA      | $769443.74    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    677000 | PA      | $435871.28    | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236402.62    | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| China Resources Land Ltd.                                                        | China Resources Land Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $398487.72    | 0.00%             | 2028-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                                                       | MAF Global Securities Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197498.30    | 0.00%             | 2030-11-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $416243.21    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Polar Tankers, Inc.                                                              | Polar Tankers, Inc.                                                                                                           | CUSIP: 73102QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830036 | PA      | $883891.21    | 0.00%             | 2037-05-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    719000 | PA      | $717235.48    | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170034 | PA      | $154503.57    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    568000 | PA      | $497127.59    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 05-E                                                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410478.48    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                                                                | W R Berkley Corp.                                                                                                             | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    205000 | PA      | $144696.17    | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                                                  | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    880000 | PA      | $892573.51    | 0.00%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   2000000 | PA      | $1970248.51   | 0.01%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    592000 | PA      | $549153.82    | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                             | Broadridge Financial Solutions, Inc.                                                                                          | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    591000 | PA      | $561817.77    | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    675000 | PA      | $441902.75    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45100000 | PA      | $42788625.00  | 0.12%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                               | Vail Resorts, Inc.                                                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    640000 | PA      | $663099.94    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1800000 | PA      | $1911136.35   | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    270000 | PA      | $235803.45    | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Treasury, SL Agency Shares                                                                              | CUSIP: 066922477<br>LEI: 5493005PQV5UQG4OSI49 | Long             | STIV             | RF                | US        |    100010 | NS      | $100000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1725000 | PA      | $1768384.94   | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1450000 | PA      | $1321109.60   | 0.00%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Sur SA                                                 | Transportadora de Gas del Sur SA                                                                                              | CUSIP: N/A<br>LEI: 5299002TRC7IFQYSW596       | Long             | DBT              | CORP              | AR        |    200000 | PA      | $201404.25    | 0.00%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    930000 | PA      | $919438.61    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2818 | PA      | $2724.85      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1552408.67   | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC                                                                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1083643.75   | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                                                 | El Puerto de Liverpool SAB de CV                                                                                              | CUSIP: N/A<br>LEI: 4469000001BO4JEXZL32       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $640773.97    | 0.00%             | 2032-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    830000 | PA      | $869836.08    | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1567855.64   | 0.00%             | 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        |   1710000 | PA      | $1722921.60   | 0.00%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | Allina Health System, Series 2019                                                                                             | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    236000 | PA      | $181876.79    | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35473200 | PA      | $26311137.56  | 0.07%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    910000 | PA      | $922030.86    | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  61509000 | PA      | $61494370.08  | 0.18%             | 2056-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 145059978 | PA      | $119181573.13 | 0.34%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1072778.76   | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1560255.77   | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $641589.34    | 0.00%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    845000 | PA      | $870443.13    | 0.00%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    255000 | PA      | $223037.02    | 0.00%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  11600000 | PA      | $8393134.23   | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160656 | PA      | $155832.84    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1633275.64   | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    499000 | PA      | $551091.22    | 0.00%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                             | Province of Manitoba                                                                                                          | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1544304.91   | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    710000 | PA      | $681621.84    | 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        |    875000 | PA      | $897925.96    | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | Golub Capital Private Credit Fund                                                                                             | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65786.67     | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series A                                                                                      | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1164335.23   | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    972000 | PA      | $885481.93    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    930000 | PA      | $769085.21    | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7322127 | PA      | $7266660.15   | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $387467.14    | 0.00%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $694185.60    | 0.00%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56656.07     | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class A5                                                               | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $951305.59    | 0.00%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    595000 | PA      | $605445.69    | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                          | EnerSys                                                                                                                       | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    395000 | PA      | $409260.23    | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116443.70    | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    475000 | PA      | $381822.35    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1115113.44   | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    940000 | PA      | $963949.87    | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    560000 | PA      | $592198.21    | 0.00%             | 2041-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1171301.14   | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1445807.56   | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Trimble, Inc.                                                                    | Trimble, Inc.                                                                                                                 | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    731000 | PA      | $742429.82    | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | Prologis Targeted US Logistics Fund LP                                                                                        | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    445000 | PA      | $441231.32    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                                   | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    805000 | PA      | $707987.38    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10919525 | PA      | $9393261.78   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    952000 | PA      | $867642.64    | 0.00%             | 2036-03-03      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    995000 | PA      | $994246.72    | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                            | JetBlue Airways Corp.                                                                                                         | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1908777.04   | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                        | Park River Holdings, Inc.                                                                                                     | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    640135 | PA      | $640253.12    | 0.00%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3299000 | PA      | $1871032.94   | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $2674911.14   | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154930 | PA      | $151140.60    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Safeway, Inc.                                                                    | Safeway, Inc.                                                                                                                 | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |    245000 | PA      | $265489.21    | 0.00%             | 2031-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1180000 | PA      | $1210458.69   | 0.00%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2817199.53   | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1435034.35   | 0.00%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    978000 | PA      | $887733.60    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    452370 | PA      | $421142.06    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                                                   | MAF Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $392490.92    | 0.00%             | 2035-10-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                | Hillenbrand, Inc.                                                                                                             | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347650.00    | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    365000 | PA      | $357755.53    | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    330000 | PA      | $271618.33    | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EPG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237468 | PA      | $242274.97    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1755000 | PA      | $1131683.13   | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    375000 | PA      | $392700.66    | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392105.58    | 0.00%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1200000 | PA      | $1003734.86   | 0.00%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $946961.76    | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                                | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    560000 | PA      | $577682.84    | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246413.67    | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Clifford Capital Credit Solutions Pte. Ltd.                                      | Clifford Capital Credit Solutions Pte. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300H4QHGSBXBALF78       | Long             | DBT              | NUSS              | SG        |    400000 | PA      | $411376.15    | 0.00%             | 2030-01-14      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862360 | PA      | $783595.18    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3183000 | PA      | $2967058.71   | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1587367.48   | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-5A, Class D                                                                  | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251349.60    | 0.00%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class AS                                                                 | CUSIP: 17328CAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $467686.77    | 0.00%             | 2072-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC, Series A                                                                                           | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    325000 | PA      | $342679.53    | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3381756 | PA      | $2886420.03   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    636000 | PA      | $632312.30    | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2824348.63   | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K077, Class A2  | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2400252.79   | 0.01%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1200000 | PA      | $1208369.85   | 0.00%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   4127000 | PA      | $4213717.87   | 0.01%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    690000 | PA      | $693674.63    | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SABIC Capital I BV                                                               | SABIC Capital I BV                                                                                                            | CUSIP: N/A<br>LEI: 213800LBMMAIG1FQP389       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $392779.42    | 0.00%             | 2050-09-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNB Sukuk Ltd.                                                                   | SNB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300NDOY781U1WVO54       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $815398.42    | 0.00%             | 2029-02-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $371342.75    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $627903.38    | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                            | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $607689.75    | 0.00%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2023B, Sub-Series B-2                                                                                | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $71588.16     | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    625000 | PA      | $576990.71    | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SGP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9743 | PA      | $9954.13      | 0.00%             | 2046-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120624.54    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267082.44    | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                                                                  | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    545000 | PA      | $547747.06    | 0.00%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $889802.74    | 0.00%             | 2031-07-02      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1105977.58   | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2927839 | PA      | $2716321.48   | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                               | Coca-Cola Europacific Partners plc                                                                                            | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $361232.87    | 0.00%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    960000 | PA      | $960801.93    | 0.00%             | 2041-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    379000 | PA      | $341819.61    | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Beasley Mezzanine Holdings LLC                                                   | Beasley Mezzanine Holdings LLC                                                                                                | CUSIP: 07403VAB5<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |    159000 | PA      | $62778.09     | 0.00%             | 2028-08-01      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254977.64    | 0.00%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    410000 | PA      | $400014.82    | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2883171 | PA      | $2671652.72   | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mega Advance Investments Ltd.                                                    | Mega Advance Investments Ltd.                                                                                                 | CUSIP: 58516NAB0<br>LEI: 25490079FNJDU0AFKS44 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $220144.81    | 0.00%             | 2041-05-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAH9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1800000 | PA      | $1803452.79   | 0.01%             | 2027-03-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2Y5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   2000000 | PA      | $2068372.72   | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1564579 | PA      | $1401210.68   | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg SARL                                                     | Acu Petroleo Luxembourg SARL                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    421819 | PA      | $434153.26    | 0.00%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1203461.11   | 0.00%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    734000 | PA      | $750523.01    | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1235676.26   | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   2210000 | PA      | $2172957.43   | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MBF9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $630775.01    | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                                       | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    510000 | PA      | $523998.45    | 0.00%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $1153380.23   | 0.00%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4150000 | PA      | $3621560.42   | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Wakala Sukuk Bhd.                                                       | Malaysia Wakala Sukuk Bhd.                                                                                                    | CUSIP: N/A<br>LEI: 254900MRLMI21YQTK511       | Long             | DBT              | NUSS              | MY        |    250000 | PA      | $177410.19    | 0.00%             | 2051-04-28      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    395000 | PA      | $386750.67    | 0.00%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3608000 | PA      | $3606605.01   | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    850000 | PA      | $877721.78    | 0.00%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | California State University, Series 2023B                                                                                     | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $104463.90    | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc., Series NC5                                                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $725190.96    | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1855096.59   | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 20A                                                                         | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    570000 | PA      | $552509.47    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3062452 | PA      | $2944250.21   | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                        | Piedmont Healthcare, Inc., Series 2042                                                                                        | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    333000 | PA      | $236933.84    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1032048.59   | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1163078.42   | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                                                        | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1305000 | PA      | $1357879.94   | 0.00%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. LLC                                                   | Blackstone Reg Finance Co. LLC                                                                                                | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    795000 | PA      | $793779.44    | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3319418 | PA      | $2997536.59   | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $941574.81    | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LYB Finance Co. BV                                                               | LYB Finance Co. BV                                                                                                            | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |    440000 | PA      | $457978.12    | 0.00%             | 2027-03-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                  | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    750000 | PA      | $764774.30    | 0.00%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1046059.56   | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                                             | Banco BTG Pactual SA                                                                                                          | CUSIP: 05971BAL3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $609312.79    | 0.00%             | 2030-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1435000 | PA      | $1447371.91   | 0.00%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95621.29     | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $342658.47    | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3118270.53   | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   9185000 | PA      | $8960063.32   | 0.03%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2979000 | PA      | $1983937.99   | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2Z2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    165000 | PA      | $167303.09    | 0.00%             | 2028-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154ES4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $196969.19    | 0.00%             | 2036-01-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2353693.07   | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $527362.43    | 0.00%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61235.47     | 0.00%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1583748.23   | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1200000 | PA      | $1285633.41   | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL3L1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    490000 | PA      | $497653.80    | 0.00%             | 2032-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System LLC                                                | Gulfstream Natural Gas System LLC                                                                                             | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $490546.33    | 0.00%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                              | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    362000 | PA      | $378549.13    | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6012292 | PA      | $6040422.37   | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $3037396.40   | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                                                        | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    487000 | PA      | $337096.45    | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $480000.00    | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    355000 | PA      | $289474.02    | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $955909.69    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1760000 | PA      | $1666663.30   | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    754000 | PA      | $738415.93    | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1112954.63   | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ajman Senior Sukuk Ltd.                                                          | Ajman Senior Sukuk Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 2549009WM9EBCS9SB022       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $603734.47    | 0.00%             | 2030-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1970000 | PA      | $2303794.78   | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                                                                 | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    652000 | PA      | $430041.30    | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                                                          | Jackson Financial, Inc.                                                                                                       | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372449.34    | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Otel Sukuk Ltd.                                                                  | Otel Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900KXP47C6DXN6A03       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $610586.89    | 0.00%             | 2031-01-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    710000 | PA      | $676551.81    | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XNAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4506595 | PA      | $4738350.85   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  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        |   1235000 | PA      | $1253020.22   | 0.00%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $337602.86    | 0.00%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76209.41     | 0.00%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $415387.57    | 0.00%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1683548 | PA      | $1606933.15   | 0.00%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62630CEG2<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    290000 | PA      | $288087.86    | 0.00%             | 2027-08-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $453165.73    | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2000000 | PA      | $2053628.12   | 0.01%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Foundation (The)                                                            | Ford Foundation (The), Series 2020                                                                                            | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    730000 | PA      | $438715.07    | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                              | NatWest Markets plc                                                                                                           | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $601423.15    | 0.00%             | 2028-11-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| C&S Group Enterprises LLC                                                        | C&S Group Enterprises LLC                                                                                                     | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $407834.73    | 0.00%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    965000 | PA      | $771514.87    | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | Protective Life Global Funding                                                                                                | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167736.14    | 0.00%             | 2029-12-09      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                                                                           | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    855000 | PA      | $877620.68    | 0.00%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAC6<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    410000 | PA      | $383369.26    | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    910000 | PA      | $845795.87    | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Academy Ltd.                                                                     | Academy Ltd.                                                                                                                  | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405380.52    | 0.00%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The), Series A                                                                                 | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    273000 | PA      | $271319.41    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1638199.91   | 0.00%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196115.71    | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    298063 | PA      | $302507.85    | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOS Funding Ltd.                                                                 | BOS Funding Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 635400PTLHUGAMGH6I34       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $393195.56    | 0.00%             | 2030-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    825000 | PA      | $822150.03    | 0.00%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1210000 | PA      | $1127698.70   | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    253000 | PA      | $285209.76    | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300510.71    | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    498000 | PA      | $477720.00    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group, Inc.                                             | Newfold Digital Holdings Group, Inc.                                                                                          | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    446648 | PA      | $273039.62    | 0.00%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                         | NGL Energy Operating LLC                                                                                                      | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    905000 | PA      | $939371.78    | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    734000 | PA      | $667163.92    | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    389000 | PA      | $405445.91    | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                                                                       | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    620000 | PA      | $631092.46    | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAN7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $373650.91    | 0.00%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    490000 | PA      | $484074.36    | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rfna LP                                                                          | Rfna LP                                                                                                                       | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211390.80    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                              | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    615000 | PA      | $573595.15    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    404000 | PA      | $266086.31    | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                                                                  | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    735000 | PA      | $668664.79    | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1945481.17   | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    635000 | PA      | $648780.80    | 0.00%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |    400000 | PA      | $401897.39    | 0.00%             | 2030-05-28      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5803000 | PA      | $5786225.70   | 0.02%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511634.07    | 0.00%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $695798.08    | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K754, Class AM  | CUSIP: 3137HBC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $517696.99    | 0.00%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620071.24    | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28084028 | PA      | $24123833.12  | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    715000 | PA      | $731917.31    | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    800000 | PA      | $824258.81    | 0.00%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20420 | PA      | $18983.11     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    478000 | PA      | $378538.43    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    540000 | PA      | $549611.78    | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $603776.82    | 0.00%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C9, Class C                                                                                 | CUSIP: 05493EBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $207272.18    | 0.00%             | 2054-02-15      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1020739.24   | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AX2<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    870000 | PA      | $770244.97    | 0.00%             | 2031-09-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Western & Southern Life Insurance Co. (The)                                      | Western & Southern Life Insurance Co. (The)                                                                                   | CUSIP: 95765PAA7<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    585000 | PA      | $529693.86    | 0.00%             | 2049-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire                                                                                           | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384465.25    | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1145000 | PA      | $877689.80    | 0.00%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    505000 | PA      | $360484.09    | 0.00%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    680000 | PA      | $655896.31    | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $1995280.94   | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                                                                       | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239015.06    | 0.00%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                                  | Agricultural Bank of China Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $601290.94    | 0.00%             | 2028-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1075947.71   | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177779.81    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Korea Mine Rehabilitation & Mineral Resources Corp.                              | Korea Mine Rehabilitation & Mineral Resources Corp.                                                                           | CUSIP: N/A<br>LEI: 988400H3GWWTNW7D1G09       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $410634.41    | 0.00%             | 2029-05-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    910000 | PA      | $923486.04    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472145.17    | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J9FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109893 | PA      | $109346.74    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                                 | Star Holding LLC                                                                                                              | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360010.49    | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    939000 | PA      | $775120.81    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188292 | PA      | $182361.34    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    293000 | PA      | $296289.22    | 0.00%             | 2041-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    680000 | PA      | $719786.51    | 0.00%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1520000 | PA      | $1561392.96   | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $973481.39    | 0.00%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QACR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449916 | PA      | $447680.96    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25771 | PA      | $25339.94     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    822000 | PA      | $659728.09    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118599 | PA      | $116431.10    | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | Nippon Life Insurance Co.                                                                                                     | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1420000 | PA      | $1344161.78   | 0.00%             | 2050-01-23      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F040420<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16387000 | PA      | $16162091.70  | 0.05%             | 2041-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    708000 | PA      | $616275.43    | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS Finance Trust                                                                                                           | CUSIP: 68218TAA9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $457063.15    | 0.00%             | 2030-03-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509539.09    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B22, Class A5                                                                           | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4442568.62   | 0.01%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    675000 | PA      | $700370.78    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $410204.74    | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2825000 | PA      | $2800385.48   | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                    | Magnera Corp.                                                                                                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    720000 | PA      | $682103.61    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan, Inc.                                                  | Development Bank of Japan, Inc.                                                                                               | CUSIP: 25159MAY3<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $932883.43    | 0.00%             | 2029-08-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    770000 | PA      | $796113.09    | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1080542.73   | 0.00%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8881766 | PA      | $8477575.26   | 0.02%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GDZ Elektrik Dagitim A/S                                                         | GDZ Elektrik Dagitim A/S                                                                                                      | CUSIP: N/A<br>LEI: 984500B63B5766038A64       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $598602.29    | 0.00%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    520000 | PA      | $514352.23    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                                                                     | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1032704.03   | 0.00%             | 2028-04-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2135000 | PA      | $2205889.14   | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1370398.73   | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                                                                    | CUSIP: 04522KAR7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |    325000 | PA      | $325048.88    | 0.00%             | 2028-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    362000 | PA      | $343312.99    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                       | City of San Antonio Electric & Gas Systems, Series 2025A                                                                      | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250109.21    | 0.00%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 30217G2C3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $758224.13    | 0.00%             | 2028-10-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $460532.10    | 0.00%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                     | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2486000 | PA      | $2395144.88   | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1161805.95   | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Korn Ferry                                                                       | Korn Ferry                                                                                                                    | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419349.63    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319844.89    | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | Lincoln Financial Global Funding                                                                                              | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275872.77    | 0.00%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1825713 | PA      | $1749668.36   | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    615000 | PA      | $626621.97    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2225958 | PA      | $2298683.19   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                               | Everest Reinsurance Holdings, Inc.                                                                                            | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    969000 | PA      | $619330.83    | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BJAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464251 | PA      | $457524.86    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $689412.06    | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488553.61    | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    490000 | PA      | $491128.96    | 0.00%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1100000 | PA      | $1153386.52   | 0.00%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104453 | PA      | $95025.68     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    520000 | PA      | $502639.11    | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1174523.99   | 0.00%             | 2027-01-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                           | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247041.12    | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co. Ltd. (The)                              | Hongkong Land Finance Cayman Islands Co. Ltd. (The)                                                                           | CUSIP: N/A<br>LEI: 254900OHTMO343QAXN81       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $411668.18    | 0.00%             | 2033-07-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    585000 | PA      | $620851.87    | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $393961.49    | 0.00%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thor Industries, Inc.                                                            | Thor Industries, Inc.                                                                                                         | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    525000 | PA      | $505183.08    | 0.00%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co. (The)                                                   | Dayton Power & Light Co. (The)                                                                                                | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    405000 | PA      | $402892.56    | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSU59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1078340 | PA      | $1090555.70   | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    801000 | PA      | $821027.29    | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1777335 | PA      | $1608043.18   | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | First National Master Note Trust, Series 2025-1, Class A                                                                      | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1527230.10   | 0.00%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0A85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10276225 | PA      | $9133722.78   | 0.03%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                      | Schlumberger Holdings Corp.                                                                                                   | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    670000 | PA      | $687128.19    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1288873.23   | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2019-M2, Class A2                                      | CUSIP: 3136B3J50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1573740 | PA      | $1565747.37   | 0.00%             | 2028-11-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                                | WW Grainger, Inc.                                                                                                             | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543387.69    | 0.00%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class AS                                                                              | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $419424.30    | 0.00%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    670000 | PA      | $675433.57    | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4860559 | PA      | $4188490.31   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                                                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    945000 | PA      | $621888.08    | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    495000 | PA      | $504225.80    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    520000 | PA      | $482987.55    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                                 | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $832583.67    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Best Buy Co., Inc.                                                               | Best Buy Co., Inc.                                                                                                            | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    861000 | PA      | $869096.52    | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hartford HealthCare Corp.                                                        | Hartford HealthCare Corp.                                                                                                     | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    540000 | PA      | $386480.85    | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| New England Power Co.                                                            | New England Power Co.                                                                                                         | CUSIP: 644188BK9<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145935.22    | 0.00%             | 2055-09-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SingTel Group Treasury Pte. Ltd.                                                 | SingTel Group Treasury Pte. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $600200.08    | 0.00%             | 2028-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75525 | PA      | $76972.57     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                            | Ontario Gaming GTA LP                                                                                                         | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $408216.28    | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                                                                           | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1263929.50   | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $744094.98    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    735000 | PA      | $716667.88    | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QSFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21001766 | PA      | $21092580.44  | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                       | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    235000 | PA      | $288272.23    | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    191000 | PA      | $157339.10    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                                 | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    990000 | PA      | $882405.48    | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    615000 | PA      | $581660.22    | 0.00%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co., Series F                                                                                                  | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    401000 | PA      | $356491.42    | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1047257.98   | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    555000 | PA      | $574725.13    | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45249 | PA      | $44678.84     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5010474 | PA      | $4488848.32   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    606300 | PA      | $517936.11    | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464679.37    | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                                  | Cable One, Inc.                                                                                                               | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    695000 | PA      | $506413.04    | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    490000 | PA      | $500344.30    | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                                | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1036675.92   | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    485000 | PA      | $492444.03    | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2964000 | PA      | $2076671.81   | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1172944.02   | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                                                                       | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    735000 | PA      | $584728.18    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | Mercedes-Benz Auto Lease Trust, Series 2024-B, Class A4                                                                       | CUSIP: 58769GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5027049.72   | 0.01%             | 2030-06-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group, Inc.                                                  | Selective Insurance Group, Inc.                                                                                               | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    310000 | PA      | $324089.59    | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5516000 | PA      | $3791067.35   | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |    945000 | PA      | $952713.94    | 0.00%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1200000 | PA      | $1237990.71   | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1600000 | PA      | $1564634.56   | 0.00%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A5                                                          | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495224.75    | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1449868.83   | 0.00%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1600000 | PA      | $1665369.42   | 0.00%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAH3<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   1200000 | PA      | $1223970.23   | 0.00%             | 2033-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $590561.52    | 0.00%             | 2054-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    730000 | PA      | $746448.32    | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                                                    | Polaris, Inc.                                                                                                                 | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    740000 | PA      | $786652.42    | 0.00%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                                              | Paradigm Parent LLC                                                                                                           | CUSIP: 69902PAA6<br>LEI: 254900EDT9YE5UFH3458 | Long             | DBT              | CORP              | US        |    335000 | PA      | $299830.98    | 0.00%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    723000 | PA      | $713860.35    | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1180343.99   | 0.00%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FCNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3651 | PA      | $3428.49      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                                | ACCO Brands Corp.                                                                                                             | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    605000 | PA      | $560362.04    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    820000 | PA      | $899439.35    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779413 | PA      | $666046.99    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    700000 | PA      | $620865.44    | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1014479.69   | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    620000 | PA      | $622311.76    | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K112, Class A2                      | CUSIP: 3137FUZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2688369.58   | 0.01%             | 2030-05-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1100406.33   | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    695000 | PA      | $678146.32    | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    829000 | PA      | $545483.09    | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | BM        |    125000 | PA      | $124298.79    | 0.00%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164664 | PA      | $161569.20    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2350000 | PA      | $2227308.21   | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIB Sukuk Ltd.                                                                   | DIB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300U3ZMUHC2JQLL56       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197135.30    | 0.00%             | 2027-02-16      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                                                | WBI Operating LLC                                                                                                             | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $530831.95    | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                      | TEGNA, Inc.                                                                                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1080926.67   | 0.00%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                                                                   | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158748.91    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $336490.56    | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $2000639.54   | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1755000 | PA      | $1791491.34   | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WFUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9937 | PA      | $9342.82      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2553939 | PA      | $2320670.57   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                         | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301452.39    | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $688692.23    | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $417652.51    | 0.00%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    885000 | PA      | $799174.32    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    675000 | PA      | $693729.24    | 0.00%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1100000 | PA      | $1007713.14   | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    503000 | PA      | $501584.96    | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    915000 | PA      | $893160.02    | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                                                    | Seaspan Corp.                                                                                                                 | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    850000 | PA      | $808209.48    | 0.00%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | Dignity Health                                                                                                                | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    238000 | PA      | $213784.68    | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                       | Edgewell Personal Care Co.                                                                                                    | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    795000 | PA      | $794646.66    | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3333737.54   | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust, Series 2024-A, Class A3                                                                               | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    927649 | PA      | $934390.07    | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                    | Rentokil Terminix Funding LLC                                                                                                 | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610748.84    | 0.00%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $891618.56    | 0.00%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Men's Wearhouse LLC (The)                                                        | Men's Wearhouse LLC (The)                                                                                                     | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62402.06     | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876862.86    | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |   2669000 | PA      | $2710670.95   | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2200000 | PA      | $1593850.80   | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    630000 | PA      | $669001.79    | 0.00%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1377030.30   | 0.00%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96166000 | PA      | $97120147.03  | 0.28%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                                  | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1182047.17   | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    967000 | PA      | $956901.88    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2016-3, Class AA                                                                 | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431407 | PA      | $417628.83    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    763000 | PA      | $597977.83    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1636636.53   | 0.00%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH Industrial NV                                                                                                             | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    849000 | PA      | $845918.15    | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332664.56    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376111.76    | 0.00%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $828940.92    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                                    | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    145000 | PA      | $163521.32    | 0.00%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35841 | PA      | $34035.32     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411592.35    | 0.00%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1600000 | PA      | $1573656.61   | 0.00%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co. Ltd. (The)                              | Hongkong Land Finance Cayman Islands Co. Ltd. (The)                                                                           | CUSIP: N/A<br>LEI: 254900OHTMO343QAXN81       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $565290.02    | 0.00%             | 2030-05-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                                        | Cboe Global Markets, Inc.                                                                                                     | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1037917.95   | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1087357.94   | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Xiaomi Best Time International Ltd.                                              | Xiaomi Best Time International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $369042.97    | 0.00%             | 2031-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    915000 | PA      | $902216.52    | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                                      | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    894000 | PA      | $899032.35    | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                  | Camelot Return Merger Sub, Inc.                                                                                               | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $570599.52    | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| El Paso Electric Co.                                                             | El Paso Electric Co.                                                                                                          | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    395000 | PA      | $410359.99    | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   1500000 | PA      | $436315.73    | 0.00%             | 2030-02-26      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    501000 | PA      | $486225.71    | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    640000 | PA      | $620924.04    | 0.00%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                                                                           | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    385000 | PA      | $410285.12    | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                                                                          | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213776.34    | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                                  | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    595000 | PA      | $484276.75    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                   | Consolidated Energy Finance SA                                                                                                | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $495873.82    | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W1YT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2709523 | PA      | $2316262.80   | 0.01%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mylan, Inc.                                                                      | Mylan, Inc.                                                                                                                   | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    506000 | PA      | $439364.51    | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   2200000 | PA      | $2253128.11   | 0.01%             | 2034-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                                                                    | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $521237.21    | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2990000 | PA      | $3007591.41   | 0.01%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1777221.53   | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    520000 | PA      | $538869.54    | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AD                                                                            | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    408000 | PA      | $261958.49    | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                                                               | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    310000 | PA      | $323086.36    | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510392.15    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    915000 | PA      | $906238.46    | 0.00%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                      | International Finance Corp.                                                                                                   | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |    175000 | PA      | $175451.19    | 0.00%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3015378 | PA      | $2481952.04   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1366976.89   | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    590000 | PA      | $593221.40    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BK9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    885000 | PA      | $862685.83    | 0.00%             | 2029-05-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    397000 | PA      | $378326.51    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    599000 | PA      | $578592.16    | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust III                                                            | Pine Street Trust III                                                                                                         | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $627836.82    | 0.00%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2009F                                                   | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1350295.55   | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co. PJSC Masdar                                          | Abu Dhabi Future Energy Co. PJSC Masdar                                                                                       | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |    800000 | PA      | $801084.04    | 0.00%             | 2033-07-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series A                                                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $780900.58    | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1953000 | PA      | $1761142.79   | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                        | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1180479.54   | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    344000 | PA      | $273630.70    | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                         | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    560000 | PA      | $565402.26    | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    610000 | PA      | $660562.88    | 0.00%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304463.92    | 0.00%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $741770.16    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    580000 | PA      | $672399.99    | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1292912.46   | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRFB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3973008 | PA      | $4082002.20   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                                   | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $615951.04    | 0.00%             | 2028-07-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2276042.59   | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    330000 | PA      | $303276.69    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $258279.05    | 0.00%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $278389.40    | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJY87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195646 | PA      | $189787.08    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6983701 | PA      | $6612230.06   | 0.02%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                          | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    771000 | PA      | $680297.92    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                                                                   | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    460000 | PA      | $367783.21    | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    840000 | PA      | $827544.85    | 0.00%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    829000 | PA      | $822283.62    | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1085083.72   | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    710000 | PA      | $672256.37    | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QVPM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6371709 | PA      | $6262756.55   | 0.02%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enerflex, Inc.                                                                   | Enerflex, Inc.                                                                                                                | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191080.50    | 0.00%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Newcastle Coal Infrastructure Group Pty. Ltd.                                    | Newcastle Coal Infrastructure Group Pty. Ltd.                                                                                 | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |    176955 | PA      | $176643.00    | 0.00%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                           | BWX Technologies, Inc.                                                                                                        | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441158.86    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1180530.41   | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    649000 | PA      | $532930.15    | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2300000 | PA      | $1690906.82   | 0.00%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    507000 | PA      | $501111.19    | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1451899.17   | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    880000 | PA      | $972914.54    | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | Texas Eastern Transmission LP                                                                                                 | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    650000 | PA      | $518637.34    | 0.00%             | 2048-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                                                           | Sekisui House US, Inc.                                                                                                        | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    376000 | PA      | $336168.68    | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                                | Empresas Publicas de Medellin ESP                                                                                             | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $941519.77    | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81843.99     | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WRP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180513 | PA      | $166173.40    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                             | Alpha Generation LLC                                                                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1044202.70   | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    467000 | PA      | $411745.48    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    749522 | PA      | $773894.05    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saavi Energia SARL                                                               | Saavi Energia SARL                                                                                                            | CUSIP: N/A<br>LEI: 254900A2V0IO8K56UH35       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1081450.51   | 0.00%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GYNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45279 | PA      | $44692.35     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1351055.14   | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Credit Corp.                                                    | American Express Credit Corp.                                                                                                 | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    880000 | PA      | $874834.05    | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1273704.07   | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                                   | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    655000 | PA      | $643454.11    | 0.00%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    925000 | PA      | $818741.80    | 0.00%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Export-Import Bank (The)                                                                                              | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |    545000 | PA      | $473333.82    | 0.00%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Arcelik A/S                                                                      | Arcelik A/S                                                                                                                   | CUSIP: N/A<br>LEI: 789000748KTQCUMJ0R25       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $423753.76    | 0.00%             | 2028-09-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                       | Infraestructura Energetica Nova SAPI de CV                                                                                    | CUSIP: N/A<br>LEI: 715K4H1JYF3O6JOK1411       | Long             | DBT              | CORP              | MX        |    610000 | PA      | $478448.41    | 0.00%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    425000 | PA      | $341063.03    | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                                        | ATS Corp.                                                                                                                     | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $341368.04    | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312269 | PA      | $309903.02    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    492000 | PA      | $404682.81    | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $832591.57    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                           | Juniper Networks, Inc.                                                                                                        | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    760000 | PA      | $675748.59    | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                 | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1415108.33   | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    760000 | PA      | $783290.96    | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $931743.55    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229156.09    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1341418.85   | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| XP, Inc.                                                                         | XP, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $413856.60    | 0.00%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Ares Finance Co. IV LLC                                                          | Ares Finance Co. IV LLC                                                                                                       | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $412686.72    | 0.00%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    330000 | PA      | $321294.90    | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    996069 | PA      | $929596.47    | 0.00%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $777801.49    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W3LX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3372511 | PA      | $3451623.71   | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                              | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    505000 | PA      | $520540.19    | 0.00%             | 2028-06-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133ACGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10864022 | PA      | $9238941.85   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                         | Northern Natural Gas Co.                                                                                                      | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    844000 | PA      | $563573.28    | 0.00%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7473691 | PA      | $7163247.37   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820689.99    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CK6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    685000 | PA      | $706514.20    | 0.00%             | 2031-03-08      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    800000 | PA      | $796416.45    | 0.00%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2026000 | PA      | $2262306.45   | 0.01%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    370000 | PA      | $388096.10    | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    670000 | PA      | $684744.18    | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    875000 | PA      | $900656.65    | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                                 | Florida Gas Transmission Co. LLC                                                                                              | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    870000 | PA      | $770562.21    | 0.00%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare, Inc.                                                             | AMN Healthcare, Inc.                                                                                                          | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101549.66    | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    990000 | PA      | $681537.80    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    658000 | PA      | $647408.01    | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $442158.00    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                               | CUSIP: N/A<br>LEI: 254900YU43PQQ27Q0E71       | Long             | DBT              | NUSS              | SV        |    600000 | PA      | $640560.03    | 0.00%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    718000 | PA      | $687946.69    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Linde, Inc.                                                                      | Linde, Inc.                                                                                                                   | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    895000 | PA      | $786341.85    | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243233 | PA      | $228678.71    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1035956.28   | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38049000 | PA      | $38049000.00  | 0.11%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 136315000 | PA      | $136932677.34 | 0.39%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                                                                   | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1258233.29   | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    674000 | PA      | $680078.01    | 0.00%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XRLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2575221 | PA      | $2641657.42   | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1506279.51   | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    840000 | PA      | $770081.29    | 0.00%             | 2033-01-21      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| China Great Wall International Holdings VI Ltd.                                  | China Great Wall International Holdings VI Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549002WXX0AM0J4J905       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $407651.42    | 0.00%             | 2028-04-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    445000 | PA      | $453294.34    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    895000 | PA      | $846901.92    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    323000 | PA      | $286395.99    | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                               | nVent Finance SARL                                                                                                            | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    582000 | PA      | $585097.49    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QREP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1068829 | PA      | $1093687.09   | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA                                                        | Banco Santander Mexico SA                                                                                                     | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $621324.09    | 0.00%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Chobani LLC                                                                      | Chobani LLC                                                                                                                   | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448020.21    | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   2720000 | PA      | $2588998.04   | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy, Series O                                                                                                   | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265083.10    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BBG Sukuk Ltd.                                                                   | BBG Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300URWP4TDNWJXN62       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $803915.17    | 0.00%             | 2029-10-09      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3537726.56   | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BLS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18150 | PA      | $17235.45     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp.                                                       | New Mountain Finance Corp.                                                                                                    | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313743.69    | 0.00%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204532.18    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1158666.17   | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    605000 | PA      | $606642.67    | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1644108.50   | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   4141000 | PA      | $3859855.03   | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1063328.64   | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   2340000 | PA      | $2233447.93   | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    710000 | PA      | $451413.97    | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled                    | Regents of the University of California Medical Center Pooled, Series 2022Q                                                   | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $1089497.69   | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |   1200000 | PA      | $1291015.79   | 0.00%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1485000 | PA      | $1526592.23   | 0.00%             | 2029-02-28      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203829.23    | 0.00%             | 2030-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $922821.65    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    802000 | PA      | $698275.23    | 0.00%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1589718.29   | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2018-CD7, Class B                                                                                   | CUSIP: 12512JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $389058.56    | 0.00%             | 2051-08-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    580000 | PA      | $572977.18    | 0.00%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1081979.46   | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $709041.05    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K073, Class A2                      | CUSIP: 3137FETN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $991821.92    | 0.00%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Treasury, SL Agency Shares                                                                              | CUSIP: 066922477<br>LEI: 5493005PQV5UQG4OSI49 | Long             | STIV             | RF                | US        | 277611669 | NS      | $277611668.98 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    720000 | PA      | $721814.79    | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $645134.41    | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    665000 | PA      | $541338.15    | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43971000 | PA      | $43744274.53  | 0.12%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    967000 | PA      | $968691.30    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    908000 | PA      | $905583.30    | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $839512.26    | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    846000 | PA      | $766309.70    | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1082863.16   | 0.00%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                                     | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    740000 | PA      | $750021.28    | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                                             | Endeavour Mining plc                                                                                                          | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $619597.35    | 0.00%             | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                                      | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192621.62    | 0.00%             | 2037-11-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    435000 | PA      | $316096.45    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                        | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |    631000 | PA      | $654475.74    | 0.00%             | 2029-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: —       |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire                                                                                           | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    379000 | PA      | $280370.56    | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478701.53    | 0.00%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6039785 | PA      | $5620435.49   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   1800000 | PA      | $1860648.11   | 0.01%             | 2030-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    950000 | PA      | $985369.82    | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                                   | Vallourec SACA                                                                                                                | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    830000 | PA      | $883190.40    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    985000 | PA      | $975742.38    | 0.00%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K114, Class A2                      | CUSIP: 3137FVNG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $895271.16    | 0.00%             | 2030-06-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1545000 | PA      | $1598151.15   | 0.00%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    700000 | PA      | $704180.53    | 0.00%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Government of Mongolia                                                           | State of Mongolia                                                                                                             | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |    400000 | PA      | $374315.61    | 0.00%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $654853.33    | 0.00%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    950000 | PA      | $945414.71    | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422138.34    | 0.00%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1373982.30   | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 47837RAE0<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    905000 | PA      | $920024.17    | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                         | ADT Security Corp. (The)                                                                                                      | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659254.75    | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GTGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6516525 | PA      | $6677008.49   | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                              | Amcor Flexibles North America, Inc.                                                                                           | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    671000 | PA      | $625196.07    | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series C                                                                                       | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    720000 | PA      | $605543.14    | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cathaylife Singapore Pte. Ltd.                                                   | Cathaylife Singapore Pte. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900XS5E0JG85JTY26       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200973.66    | 0.00%             | 2039-09-05      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2010                                                                                              | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1448019.84   | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                | Blue Owl Technology Finance Corp.                                                                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    645000 | PA      | $661982.22    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 107735000 | PA      | $93653698.83  | 0.27%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J5ZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114253 | PA      | $107648.47    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1215000 | PA      | $1268322.22   | 0.00%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    685000 | PA      | $690387.21    | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | Keybank National Association                                                                                                  | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    855000 | PA      | $860163.94    | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XQT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11828671 | PA      | $10975954.87  | 0.03%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $596644.27    | 0.00%             | 2032-11-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    705000 | PA      | $721097.57    | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNPC HK Overseas Capital Ltd.                                                    | CNPC HK Overseas Capital Ltd.                                                                                                 | CUSIP: 12622NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $220651.82    | 0.00%             | 2041-04-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1249534.41   | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $121298.51    | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1592006.14   | 0.00%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                                       | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $189619.01    | 0.00%             | 2032-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | Smurfit Kappa Treasury ULC                                                                                                    | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    780000 | PA      | $785856.57    | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1369194.40   | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AT7<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    377000 | PA      | $297201.65    | 0.00%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1010000 | PA      | $1046198.73   | 0.00%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    365000 | PA      | $351987.42    | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    935000 | PA      | $944536.31    | 0.00%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V9, Class AS                                                                            | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1039749.93   | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    890000 | PA      | $882820.60    | 0.00%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    650000 | PA      | $685769.89    | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBM4<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170087.43    | 0.00%             | 2028-09-05      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                                           | Fortrea Holdings, Inc.                                                                                                        | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    502000 | PA      | $510638.99    | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3941314 | PA      | $3654248.64   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                     | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    345000 | PA      | $346579.13    | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    890000 | PA      | $904583.88    | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Rizal Commercial Banking Corp.                                                   | Rizal Commercial Banking Corp.                                                                                                | CUSIP: N/A<br>LEI: CIKZWI6KV077KV2E2J69       | Long             | DBT              | CORP              | PH        |    200000 | PA      | $205707.23    | 0.00%             | 2030-01-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                     | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    770000 | PA      | $747253.41    | 0.00%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAA5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |   1600000 | PA      | $1672596.27   | 0.00%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals, Series 2021                                                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $808876.79    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    995000 | PA      | $892761.45    | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    365000 | PA      | $375519.26    | 0.00%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    650000 | PA      | $189610.13    | 0.00%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $866981.51    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469211.09    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $202078.80    | 0.00%             | 2029-07-22      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38420 | PA      | $38416.30     | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    855000 | PA      | $864518.55    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1006147.44   | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                                                          | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    660000 | PA      | $660941.04    | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                          | Massachusetts Mutual Life Insurance Co.                                                                                       | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    955000 | PA      | $852321.77    | 0.00%             | 2069-02-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                                                 | Timken Co. (The)                                                                                                              | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    364000 | PA      | $366739.80    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    566000 | PA      | $422977.42    | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | California Health Facilities Financing Authority, Series 2022                                                                 | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     55000 | PA      | $52138.65     | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                        | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    604000 | PA      | $604279.84    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    905000 | PA      | $923557.23    | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $701858.79    | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1358823.81   | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1169987.27   | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2020-HR8, Class B                                                                      | CUSIP: 61692BCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62500 | PA      | $53264.12     | 0.00%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248730.95    | 0.00%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    755000 | PA      | $713895.28    | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Yongda Investment Ltd.                                                           | Yongda Investment Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 300300Y6LHOS618ULI27       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $605245.64    | 0.00%             | 2028-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series BB                                                                                              | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    690000 | PA      | $683433.28    | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    450000 | PA      | $535150.84    | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132QWP29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2284 | PA      | $2215.81      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conuma Resources Ltd.                                                            | Conuma Resources Ltd.                                                                                                         | CUSIP: 21240FAA0<br>LEI: 549300YVRVP2GAVPY828 | Long             | DBT              | CORP              | CA        |    232000 | PA      | $219930.63    | 0.00%             | 2028-05-01      | Fixed         | 13.12%                | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    840000 | PA      | $574765.09    | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21058 | PA      | $20938.95     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                  | Southwestern Public Service Co.                                                                                               | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    414000 | PA      | $293804.06    | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    665000 | PA      | $704373.24    | 0.00%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    885000 | PA      | $901642.90    | 0.00%             | 2036-07-08      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    555000 | PA      | $341320.72    | 0.00%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    760000 | PA      | $759982.81    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1329920.97   | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1400000 | PA      | $1360349.40   | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-3A, Class A3                                                                 | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503705.51    | 0.00%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    810000 | PA      | $864987.33    | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1045000 | PA      | $1051686.07   | 0.00%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    335000 | PA      | $253453.29    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals                                                                                                         | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    290000 | PA      | $265543.73    | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24680000 | PA      | $23847050.00  | 0.07%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                           | Aeropuerto Internacional de Tocumen SA                                                                                        | CUSIP: N/A<br>LEI: 254900FO1PHX49ZIGB14       | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $502626.59    | 0.00%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1954967.35   | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    702000 | PA      | $776330.16    | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1023296.46   | 0.00%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2093238.89   | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec                                                                                                            | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3202000 | PA      | $3166279.98   | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    625000 | PA      | $643253.34    | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    910000 | PA      | $920336.71    | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2163000 | PA      | $1493287.44   | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7111009 | PA      | $6715107.16   | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TVF Varlik Kiralama A/S                                                          | TVF Varlik Kiralama A/S                                                                                                       | CUSIP: N/A<br>LEI: 7890008K3XQXPH1NO713       | Long             | DBT              | CORP              | TR        |   1000000 | PA      | $1032693.07   | 0.00%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1274325.67   | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                       | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    505000 | PA      | $535514.74    | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| AdaptHealth LLC                                                                  | AdaptHealth LLC                                                                                                               | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $679970.28    | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | District of Columbia Water & Sewer Authority, Series 2014A                                                                    | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $84859.00     | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| Leland Stanford Junior University (The)                                          | Leland Stanford Junior University (The)                                                                                       | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501929.94    | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $297151.71    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    440000 | PA      | $449072.17    | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1152002.90   | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                           | Antero Resources Corp.                                                                                                        | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    845000 | PA      | $857136.58    | 0.00%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437825 | PA      | $400457.97    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1058000 | PA      | $1060401.47   | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                           | Cellnex Finance Co. SA                                                                                                        | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    650000 | PA      | $527337.00    | 0.00%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                                                | Pinnacle Financial Partners, Inc.                                                                                             | CUSIP: 87161CAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $234450.77    | 0.00%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    580000 | PA      | $594701.41    | 0.00%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | Cousins Properties LP                                                                                                         | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389897.23    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                                  | Ardagh Group SA                                                                                                               | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    702002 | PA      | $759135.77    | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1584967.66   | 0.00%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBL8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    685000 | PA      | $692157.31    | 0.00%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1350000 | PA      | $1334369.27   | 0.00%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    820000 | PA      | $719767.92    | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                | Repsol E&P Capital Markets US LLC                                                                                             | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278182.05    | 0.00%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fab Sukuk Co. Ltd.                                                               | Fab Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300JEV79SSEDKS489       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $619101.36    | 0.00%             | 2030-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |   1400000 | PA      | $1294119.23   | 0.00%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL2D0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    435000 | PA      | $414790.52    | 0.00%             | 2028-01-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $242445.96    | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $595814.89    | 0.00%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    830000 | PA      | $826406.43    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    400000 | PA      | $397712.87    | 0.00%             | 2031-09-12      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                        | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    680000 | PA      | $685919.13    | 0.00%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                                                  | Korea Gas Corp.                                                                                                               | CUSIP: 50066AAD5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $658244.75    | 0.00%             | 2042-01-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                                                                            | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $279641.80    | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254509.77    | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748189.94    | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    533334 | PA      | $459920.20    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2377000 | PA      | $2088810.39   | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAH7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1108645.56   | 0.00%             | 2038-01-19      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2021                                                                                              | CUSIP: 13063DC48<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $240601.54    | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Smith & Nephew plc                                                               | Smith & Nephew plc                                                                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $60673.26     | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PM General Purchaser LLC                                                         | PM General Purchaser LLC                                                                                                      | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $582397.34    | 0.00%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                                       | Elastic NV                                                                                                                    | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    590000 | PA      | $567212.31    | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series MTN1                                                                                         | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    725000 | PA      | $745240.40    | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5680295 | PA      | $5395046.55   | 0.02%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | Agence Francaise de Developpement EPIC                                                                                        | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $601187.09    | 0.00%             | 2027-09-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BV5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    480000 | PA      | $511805.85    | 0.00%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2829412 | PA      | $2781400.40   | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1155000 | PA      | $1142985.21   | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $961479.39    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fab Sukuk Co. Ltd.                                                               | Fab Sukuk Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300JEV79SSEDKS489       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $812172.65    | 0.00%             | 2029-01-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    785000 | PA      | $771219.01    | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1027808.83   | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1425050.85   | 0.00%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1331985.20   | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1150205.53   | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                             | Province of Manitoba                                                                                                          | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     10000 | PA      | $9948.54      | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    204000 | PA      | $210191.63    | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                                                                           | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    335000 | PA      | $380665.13    | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                            | Beacon Mobility Corp.                                                                                                         | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    510000 | PA      | $534379.64    | 0.00%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    887000 | PA      | $747708.29    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                                                                    | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    286000 | PA      | $238132.95    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    455000 | PA      | $419572.35    | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    830000 | PA      | $834453.70    | 0.00%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    853000 | PA      | $748124.41    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp., Series 2020                                                                                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276358.11    | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    741000 | PA      | $716046.23    | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4315000 | PA      | $4464122.62   | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                                | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    523000 | PA      | $468079.92    | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Signal Parent, Inc.                                                              | Signal Parent, Inc.                                                                                                           | CUSIP: 82666QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $129167.87    | 0.00%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013358.63   | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                                      | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1090000 | PA      | $1055540.18   | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                                                           | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    530000 | PA      | $574352.55    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $785271.20    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                           | Neptune Bidco US, Inc.                                                                                                        | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    875000 | PA      | $925771.14    | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2550000 | PA      | $2702220.63   | 0.01%             | 2034-12-05      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                                                                   | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | NUSS              | QA        |   4000000 | PA      | $2761185.17   | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                               | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    645000 | PA      | $672418.39    | 0.00%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2025-2, Class A3                                                                              | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $801241.42    | 0.00%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    530000 | PA      | $544559.97    | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $648222.72    | 0.00%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    980000 | PA      | $1030129.63   | 0.00%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                                      | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    495000 | PA      | $497973.53    | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings, Series 2021                                                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    968000 | PA      | $614933.95    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                           | Sonic Automotive, Inc.                                                                                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    610000 | PA      | $588123.67    | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC                                                          | Oscar AcquisitionCo LLC                                                                                                       | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $312709.28    | 0.00%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    535000 | PA      | $551352.30    | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    670000 | PA      | $715856.47    | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $895523.08    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance LLC                                                              | Carlyle Finance LLC                                                                                                           | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $715327.41    | 0.00%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1256562.18   | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                              | Public Service Co. of New Hampshire, Series V                                                                                 | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    265000 | PA      | $237885.31    | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    887000 | PA      | $696743.87    | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    985000 | PA      | $953094.24    | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    455000 | PA      | $469154.06    | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    892000 | PA      | $899997.68    | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Boubyan Sukuk Ltd.                                                               | Boubyan Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300T2HAD9JJ1YV324       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $611640.34    | 0.00%             | 2030-06-04      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    560000 | PA      | $551670.73    | 0.00%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Cascades, Inc.                                                                   | Cascades, Inc.                                                                                                                | CUSIP: 14739LAB8<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | US        |    580000 | PA      | $579252.73    | 0.00%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                  | Atlassian Corp.                                                                                                               | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    445000 | PA      | $454185.21    | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    823000 | PA      | $558710.37    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    882000 | PA      | $879026.24    | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    705000 | PA      | $708478.83    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288397.79    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Case Western Reserve University                                                  | Case Western Reserve University, Series 22-C                                                                                  | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163140.91    | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96592000 | PA      | $93422575.00  | 0.27%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                                                                    | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    670000 | PA      | $691862.20    | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1942104.58   | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                 | Sealed Air Corp.                                                                                                              | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463155.61    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                                   | Assurant, Inc.                                                                                                                | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    502000 | PA      | $507769.01    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    770000 | PA      | $772273.76    | 0.00%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10112600 | PA      | $7446981.84   | 0.02%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $1987044.27   | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1244364.53   | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    680000 | PA      | $644478.29    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    465000 | PA      | $427915.60    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |    600000 | PA      | $607467.15    | 0.00%             | 2029-12-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                       | Alcoa Nederland Holding BV                                                                                                    | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $324865.07    | 0.00%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    540000 | PA      | $539354.67    | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1620705 | PA      | $1534379.24   | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    810000 | PA      | $850624.82    | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BA Credit Card Trust, Series 2025-A1, Class A                                                                                 | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011454.32   | 0.00%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    365000 | PA      | $320809.07    | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1540000 | PA      | $1595736.44   | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   3250000 | PA      | $2888263.69   | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    853000 | PA      | $565434.95    | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1400000 | PA      | $1102271.40   | 0.00%             | 2049-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FirstCash, Inc.                                                                  | FirstCash, Inc.                                                                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    625000 | PA      | $627521.44    | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    505000 | PA      | $444418.16    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                           | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464542.34    | 0.00%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1395000 | PA      | $1040105.90   | 0.00%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1278856.84   | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455449.48    | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    900000 | PA      | $925813.92    | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $1899574.60   | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mdgh Sukuk Ltd.                                                                  | Mdgh Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900HY0LLN41F9J831       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $814761.80    | 0.00%             | 2035-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    815000 | PA      | $809946.97    | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K086, Class A2  | CUSIP: 3137FKSH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $999724.11    | 0.00%             | 2028-11-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    710000 | PA      | $696002.91    | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                                    | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565136.34    | 0.00%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    649000 | PA      | $645103.63    | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                                     | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    770000 | PA      | $781697.68    | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                              | Klabin Austria GmbH                                                                                                           | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |    600000 | PA      | $544535.64    | 0.00%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    985000 | PA      | $985494.36    | 0.00%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1200000 | PA      | $1038733.75   | 0.00%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    754000 | PA      | $747726.22    | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EVTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124507 | PA      | $120634.51    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    860000 | PA      | $755514.88    | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1035086.77   | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                                        | HAH Group Holding Co. LLC                                                                                                     | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    660000 | PA      | $625149.88    | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    420000 | PA      | $437174.13    | 0.00%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31723 | PA      | $31777.21     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                                    | Penske Automotive Group, Inc.                                                                                                 | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483223.99    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $913052.97    | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    950000 | PA      | $718678.44    | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAC1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $396058.58    | 0.00%             | 2041-10-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1498453.85   | 0.00%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    625000 | PA      | $642389.65    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $205530.11    | 0.00%             | 2046-03-14      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2443023 | PA      | $2210608.09   | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | Cleco Corporate Holdings LLC                                                                                                  | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    390000 | PA      | $334664.27    | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                                           | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    915000 | PA      | $915515.28    | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                                            | CUSIP: N/A<br>LEI: 213800UNJSVQFNUYYW03       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204489.46    | 0.00%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1431386 | PA      | $1387271.13   | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California, Series 2012AD                                                                                       | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $90906.80     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    660000 | PA      | $707811.39    | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | Teachers Insurance & Annuity Association of America                                                                           | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1271910.58   | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13583892 | PA      | $12553627.79  | 0.04%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138W9H94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95226 | PA      | $95056.08     | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    940000 | PA      | $861579.37    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    345000 | PA      | $321922.35    | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    520000 | PA      | $535335.61    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485744.96    | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                                 | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206585.82    | 0.00%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    960000 | PA      | $966840.52    | 0.00%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    915000 | PA      | $915973.99    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    998000 | PA      | $847909.08    | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials, Inc.                                            | Momentive Performance Materials, Inc.                                                                                         | CUSIP: N/A<br>LEI: H2OFQI2FJX0T8IHKL414       | Long             | DBT              | CORP              | US        |    600000 | PA      | $598659.55    | 0.00%             | 2028-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                              | Macquarie Bank Ltd.                                                                                                           | CUSIP: 55608PBX1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $282507.69    | 0.00%             | 2028-06-12      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                      | Sumitomo Life Insurance Co.                                                                                                   | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    940000 | PA      | $875572.89    | 0.00%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2107246 | PA      | $1917055.87   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                                  | Agricultural Bank of China Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $601376.38    | 0.00%             | 2027-01-24      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   1200000 | PA      | $1224353.51   | 0.00%             | 2029-05-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    860000 | PA      | $885958.64    | 0.00%             | 2028-03-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    755000 | PA      | $709047.79    | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K069, Class A2  | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5816791 | PA      | $5761388.54   | 0.02%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    560000 | PA      | $563959.76    | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $203879.44    | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    834000 | PA      | $831796.05    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aldar Investment Properties Sukuk Ltd.                                           | Aldar Investment Properties Sukuk Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300ZE234V8AG9E962       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $798498.03    | 0.00%             | 2035-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1055671.95   | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1651765.97   | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3550000 | PA      | $3162221.49   | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PipeLines LP                                                                                                               | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    297000 | PA      | $296364.73    | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1358000 | PA      | $1242707.28   | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1035000 | PA      | $1049768.18   | 0.00%             | 2027-07-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123AT7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1580000 | PA      | $1734130.49   | 0.00%             | 2034-02-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296534.66    | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | NUSS              | US        |    490000 | PA      | $471320.62    | 0.00%             | 2027-06-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    820000 | PA      | $779434.98    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp., Series I                                                                                            | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762741.86    | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                       | Moog, Inc.                                                                                                                    | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    511000 | PA      | $508415.56    | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                                                               | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    530000 | PA      | $533057.94    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |   1600000 | PA      | $1610175.86   | 0.00%             | 2033-07-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    665000 | PA      | $741632.09    | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $638886.09    | 0.00%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                                        | Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                                                                                     | CUSIP: N/A<br>LEI: 335800WU93PC1E28MY29       | Long             | DBT              | CORP              | IN        |    399000 | PA      | $416680.78    | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $248960.71    | 0.00%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | Brighthouse Financial Global Funding                                                                                          | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    535000 | PA      | $546829.11    | 0.00%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                       | Indiana Michigan Power Co.                                                                                                    | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    421000 | PA      | $341841.93    | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265765.68    | 0.00%             | 2055-11-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B21, Class A4                                                                           | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2159160.32   | 0.01%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class A3                                                                                 | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $535324.59    | 0.00%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   3000000 | PA      | $2964777.82   | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                                                                  | CUSIP: 05635JAC4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    485000 | PA      | $470077.26    | 0.00%             | 2043-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    985000 | PA      | $1015099.35   | 0.00%             | 2028-09-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DNFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2974039 | PA      | $2785743.63   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $590029.73    | 0.00%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21196034 | PA      | $18239948.79  | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    375000 | PA      | $391899.83    | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $796856.80    | 0.00%             | 2027-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care                                                                                                          | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $248961.50    | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $907713.37    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Odeon Finco plc                                                                  | Odeon Finco plc                                                                                                               | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $420668.75    | 0.00%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    818000 | PA      | $812318.30    | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    570000 | PA      | $596860.49    | 0.00%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1089226.27   | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    415000 | PA      | $427257.53    | 0.00%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2800000 | PA      | $2807707.90   | 0.01%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Caixa Economica Federal                                                          | Caixa Economica Federal                                                                                                       | CUSIP: 12804DAA2<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | NUSS              | BR        |    800000 | PA      | $812265.25    | 0.00%             | 2030-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Saudi Electricity Global Sukuk Co. 2                                             | Saudi Electricity Global Sukuk Co. 2                                                                                          | CUSIP: N/A<br>LEI: 549300NU3VI6NLNU1575       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $954005.65    | 0.00%             | 2043-04-08      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Telecomunicaciones Digitales SA                                                  | Telecomunicaciones Digitales SA                                                                                               | CUSIP: N/A<br>LEI: 5299008Q5GONPYNF9J32       | Long             | DBT              | CORP              | PA        |    600000 | PA      | $572821.63    | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1316132.81   | 0.00%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                                                            | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1245257.44   | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                                                                    | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388608.91    | 0.00%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                                                        | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    845000 | PA      | $864336.72    | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479728.25    | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    683000 | PA      | $466623.49    | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | Banque Ouest Africaine de Developpement                                                                                       | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    655000 | PA      | $653767.75    | 0.00%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    655000 | PA      | $629816.33    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp.                                                          | Champ Acquisition Corp.                                                                                                       | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $642211.64    | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BF8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    655000 | PA      | $633144.85    | 0.00%             | 2030-05-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1375000 | PA      | $1414888.27   | 0.00%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    487000 | PA      | $403630.69    | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    870000 | PA      | $770850.86    | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                                                              | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306776.31    | 0.00%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417607.91    | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    929037 | PA      | $947475.26    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    680000 | PA      | $514860.13    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QDVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9930626 | PA      | $8832316.79   | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reliance, Inc.                                                                   | Reliance, Inc.                                                                                                                | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    320000 | PA      | $290864.53    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1363247.69   | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | Fifth Third Bank NA                                                                                                           | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    655000 | PA      | $644809.94    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                                                        | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1252110.86   | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                              | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    500000 | PA      | $580841.18    | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The), Series J                                                                                 | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    555000 | PA      | $523858.86    | 0.00%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $1072277.34   | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                  | 1261229 BC Ltd.                                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6153000 | PA      | $6315193.56   | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $349309.10    | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |   1000000 | PA      | $904686.87    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1234969 | PA      | $1166212.92   | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6522000 | PA      | $6262823.42   | 0.02%             | 2041-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3177612.35   | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4912665 | PA      | $4929232.42   | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    825000 | PA      | $841970.34    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A24E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375606 | PA      | $344879.87    | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    712000 | PA      | $748255.12    | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233053.67    | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4126154 | PA      | $3382852.96   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                        | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    454000 | PA      | $272553.96    | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    418000 | PA      | $328500.56    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    840000 | PA      | $845875.20    | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    855000 | PA      | $711920.84    | 0.00%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                                                                      | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    901000 | PA      | $889497.18    | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $835006.06    | 0.00%             | 2028-10-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | Enel Chile SA                                                                                                                 | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |   1126000 | PA      | $1141544.09   | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    545000 | PA      | $555436.49    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376702.22    | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-160, Class A2 | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3437895 | PA      | $3468892.35   | 0.01%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $769766.38    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1400000 | PA      | $1505695.90   | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMSA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4843 | PA      | $4785.91      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6509210 | PA      | $6404535.68   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23880000 | PA      | $23532993.75  | 0.07%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4035 | PA      | $3958.94      | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $3003441.99   | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1375486.50   | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QRR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6418355 | PA      | $6617060.18   | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7X28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149926 | PA      | $144947.20    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    888000 | PA      | $896933.20    | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XAQ7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $357568.44    | 0.00%             | 2049-04-11      | Fixed         | 4.53%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3243854.07   | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    890000 | PA      | $891905.23    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    783000 | PA      | $696725.86    | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    625000 | PA      | $542132.40    | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                                 | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367377.65    | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    648000 | PA      | $647941.38    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $775201.76    | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1218000 | PA      | $1218688.90   | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DUSQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6502100 | PA      | $6525016.01   | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1491563.79   | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                                                                       | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3095000 | PA      | $3125878.32   | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1810000 | PA      | $2005418.16   | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    835000 | PA      | $835340.99    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNR61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551343 | PA      | $520615.43    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    890000 | PA      | $921926.06    | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1048817.64   | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TXNM Energy, Inc.                                                                | TXNM Energy, Inc.                                                                                                             | CUSIP: 69349HAJ6<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101045.87    | 0.00%             | 2056-07-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                                  | Albemarle Corp.                                                                                                               | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    660000 | PA      | $668917.82    | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    865000 | PA      | $898595.22    | 0.00%             | 2034-04-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co. (The)                                                   | Dayton Power & Light Co. (The)                                                                                                | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    521000 | PA      | $391143.87    | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Mtn Financing HK Ltd.                                              | Swire Pacific MTN Financing HK Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300UKPSWGA4VYA949       | Long             | DBT              | CORP              | HK        |    600000 | PA      | $620168.25    | 0.00%             | 2029-07-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1497870.17   | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $997118.34    | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3218176 | PA      | $2904799.97   | 0.01%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    640000 | PA      | $643106.29    | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768872.87    | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1643977.55   | 0.00%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 07-A                                                                        | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221491.10    | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Georgetown University (The)                                                      | Georgetown University (The), Series 20A                                                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    217000 | PA      | $139880.50    | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1200000 | PA      | $1273308.92   | 0.00%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1666071.54   | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |   1000000 | PA      | $577117.02    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    757000 | PA      | $625139.63    | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $619953.66    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                            | Ahold Finance USA LLC                                                                                                         | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    787000 | PA      | $851841.05    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1364744.70   | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5661656.06   | 0.02%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1101830.93   | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J7T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156222 | PA      | $151096.90    | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    780000 | PA      | $790325.45    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $510157.44    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                     | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494892.06    | 0.00%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                       | F&G Annuities & Life, Inc.                                                                                                    | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $509244.53    | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                                                                       | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    595000 | PA      | $608793.31    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $910480.47    | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OT Midco, Inc.                                                                   | OT Midco, Inc.                                                                                                                | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $231597.16    | 0.00%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1177786.93   | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    705000 | PA      | $712192.18    | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Contemporary Ruiding Development Ltd.                                            | Contemporary Ruiding Development Ltd.                                                                                         | CUSIP: N/A<br>LEI: 549300MSU00BINFBY870       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $372229.40    | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                                           | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    565000 | PA      | $510263.39    | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                                     | Interstate Power & Light Co.                                                                                                  | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    605000 | PA      | $606072.96    | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2200000 | PA      | $2298365.36   | 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        |   1135000 | PA      | $819274.17    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37751300 | PA      | $36279589.16  | 0.10%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                  | PRA Group, Inc.                                                                                                               | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    495000 | PA      | $499775.91    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance Subsidiary LLC                                                   | Carlyle Finance Subsidiary LLC                                                                                                | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    701000 | PA      | $681411.73    | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    770000 | PA      | $807441.28    | 0.00%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7Y29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1442969 | PA      | $1246605.68   | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1504247.93   | 0.00%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    390000 | PA      | $426729.20    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    415000 | PA      | $414827.70    | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                                   | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    311000 | PA      | $204489.85    | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $922349.54    | 0.00%             | 2031-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   2148000 | PA      | $2227566.95   | 0.01%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622AAQ23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130729 | PA      | $125815.08    | 0.00%             | 2049-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cars.com, Inc.                                                                   | Cars.com, Inc.                                                                                                                | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434339.36    | 0.00%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251092.29    | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                                          | Cometa Energia SA de CV                                                                                                       | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |    565215 | PA      | $592101.34    | 0.00%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2700000 | PA      | $2198045.10   | 0.01%             | 2049-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71268 | PA      | $64835.53     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco de Chile                                                                   | Banco de Chile                                                                                                                | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $364432.89    | 0.00%             | 2031-12-09      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                                   | Sisecam UK plc                                                                                                                | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $617540.91    | 0.00%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                              | Bank of New Zealand                                                                                                           | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    500000 | PA      | $508649.21    | 0.00%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V8, Class C                                                                             | CUSIP: 08190AAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1046148.07   | 0.00%             | 2057-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    760000 | PA      | $750464.79    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd.                                                                | BOC Aviation Ltd.                                                                                                             | CUSIP: 09681LAS9<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $744997.52    | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    270000 | PA      | $221732.14    | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                    | White Cap Supply Holdings LLC                                                                                                 | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373974.06    | 0.00%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    855000 | PA      | $953007.60    | 0.00%             | 2034-09-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1446005 | PA      | $1339349.03   | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                          | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1499502.78   | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Co. LLC                                                | Midwest Connector Capital Co. LLC                                                                                             | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    977000 | PA      | $977029.65    | 0.00%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1403376.72   | 0.00%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $607567.16    | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1262146.95   | 0.00%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484309.13    | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540309.09    | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                           | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |    600000 | PA      | $623150.05    | 0.00%             | 2030-04-24      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                              | Triton Container International Ltd.                                                                                           | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    585000 | PA      | $534387.19    | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    594463 | PA      | $540809.72    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1583296 | PA      | $1631613.74   | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1318899.70   | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    810000 | PA      | $830993.04    | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2805000 | PA      | $2856477.18   | 0.01%             | 2029-01-13      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                   | AIA Group Ltd.                                                                                                                | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    798000 | PA      | $798094.84    | 0.00%             | 2028-04-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1234708.20   | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    509000 | PA      | $555655.82    | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Esic Sukuk Ltd.                                                                  | Esic Sukuk Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300TSWFEC4DLPPH77       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $821572.49    | 0.00%             | 2029-02-14      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Mtn Financing HK Ltd.                                              | Swire Pacific Mtn Financing HK Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300UKPSWGA4VYA949       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $381920.56    | 0.00%             | 2030-01-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    522000 | PA      | $458077.61    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    513000 | PA      | $550759.74    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                              | Leviathan Bond Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    600000 | PA      | $605270.40    | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                   | Ingevity Corp.                                                                                                                | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534585.41    | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1345738.79   | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200707.07    | 0.00%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Chinalco Capital Holdings Ltd.                                                   | Chinalco Capital Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493003PX4GYVUD3CQ19       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $608385.10    | 0.00%             | 2028-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $122435.33    | 0.00%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                                                                    | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1299499.93   | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    615000 | PA      | $634331.96    | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2703000 | PA      | $2441348.25   | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                   | Wisconsin Public Service Corp.                                                                                                | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    585000 | PA      | $525971.39    | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    826000 | PA      | $874770.56    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                  | Rand Parent LLC                                                                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $830762.65    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149695 | PA      | $151927.41    | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1295145.38   | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bond                                                | UAE International Government Bond                                                                                             | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |   2000000 | PA      | $1344332.91   | 0.00%             | 2061-10-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64025000 | PA      | $62604445.31  | 0.18%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2022-M1, Class A2                                      | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9890000 | PA      | $8650573.56   | 0.02%             | 2031-10-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $641055.89    | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2635000 | PA      | $2562805.28   | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1471346.43   | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | Kellanova                                                                                                                     | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    415000 | PA      | $430101.80    | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    388000 | PA      | $385961.60    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                              | CUSIP: 00084DBH2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $402550.35    | 0.00%             | 2028-07-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    613000 | PA      | $393660.51    | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1126000 | PA      | $1053375.15   | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393930.14    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    840000 | PA      | $857035.61    | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nine Energy Service, Inc.                                                        | Nine Energy Service, Inc.                                                                                                     | CUSIP: 65441VAE1<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |    305000 | PA      | $74333.54     | 0.00%             | 2028-02-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                            | TC Ziraat Bankasi A/S                                                                                                         | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $424551.75    | 0.00%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    331000 | PA      | $291052.28    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                  | Affiliated Managers Group, Inc.                                                                                               | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459021.26    | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Co.                                                             | Century Aluminum Co.                                                                                                          | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331697.32    | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140LXDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2972633 | PA      | $2746279.78   | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162761.53    | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $632587.18    | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Duke University Health System, Inc.                                              | Duke University Health System, Inc., Series 2017                                                                              | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    558000 | PA      | $447026.79    | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    775000 | PA      | $782324.20    | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    760000 | PA      | $779458.06    | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -10725000 | PA      | $-10970301.77 | -0.03%            | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    635000 | PA      | $476438.68    | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1003747.23   | 0.00%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    630000 | PA      | $635853.54    | 0.00%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1018274.98   | 0.00%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277263.38    | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                              | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    682000 | PA      | $544638.65    | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    415000 | PA      | $356549.12    | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $936917.75    | 0.00%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M10, Class A2                                     | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2564029 | PA      | $2540887.84   | 0.01%             | 2028-07-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange                                                       | Farmers Insurance Exchange                                                                                                    | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    425000 | PA      | $357293.22    | 0.00%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    431000 | PA      | $461996.13    | 0.00%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    908000 | PA      | $801486.97    | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    375000 | PA      | $369657.41    | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1726339.57   | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KRM35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7924810 | PA      | $8064518.44   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    975000 | PA      | $987449.70    | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                             | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $470546.48    | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1529483.08   | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220567.78    | 0.00%             | 2034-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    790000 | PA      | $766733.20    | 0.00%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1400176.13   | 0.00%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    715000 | PA      | $757498.17    | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233851DT8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602454.67    | 0.00%             | 2029-02-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGHA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626953 | PA      | $580454.14    | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                                                          | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227857.82    | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBN4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    515000 | PA      | $523233.21    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    499000 | PA      | $548907.27    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    863000 | PA      | $865520.89    | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                                                                        | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1060000 | PA      | $1112801.68   | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                         | Sierra Pacific Power Co.                                                                                                      | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451544.39    | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918BM5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       100 | PA      | $90.00        | 0.00%             | 2055-11-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC                                                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1219076.54   | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Azule Energy Finance plc                                                         | Azule Energy Finance plc                                                                                                      | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1212678.20   | 0.00%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    910000 | PA      | $927787.27    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1625000 | PA      | $1654651.78   | 0.00%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                        | SLM Corp.                                                                                                                     | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $202050.90    | 0.00%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1131894.31   | 0.00%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1229573.54   | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $652089.29    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    770000 | PA      | $766916.15    | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $829404.12    | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1145531.74   | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey, Series 2010H                                                                      | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    500000 | PA      | $515296.59    | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    468000 | PA      | $491904.30    | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                       | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1449415.89   | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242531 | PA      | $223264.92    | 0.00%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270722.53    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1743971.15   | 0.00%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                                   | SRC Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |   1000000 | PA      | $1021543.61   | 0.00%             | 2035-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                                                  | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    160000 | PA      | $160965.74    | 0.00%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class A5                                                                               | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2104710.64   | 0.01%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $943898.40    | 0.00%             | 2029-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    828000 | PA      | $718151.90    | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   2030000 | PA      | $2045875.87   | 0.01%             | 2028-09-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | Indiana Finance Authority, Series 2021                                                                                        | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    100000 | PA      | $73048.45     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    555000 | PA      | $578136.99    | 0.00%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    395000 | PA      | $404107.68    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $273458.05    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12208 | PA      | $11875.63     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    921933 | PA      | $783919.85    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1490527.27   | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1221418.97   | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                                                     | Tronox, Inc.                                                                                                                  | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $817932.04    | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    610000 | PA      | $656249.38    | 0.00%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1033806.37   | 0.00%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1110234.60   | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    895000 | PA      | $846328.39    | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $559812.83    | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp., Series A                                                                                      | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435211.09    | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    934000 | PA      | $788127.89    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588685.55    | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1400874.42   | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                                     | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1894633.14   | 0.01%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1690284.85   | 0.00%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201062.80    | 0.00%             | 2030-09-09      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                               | TKC Holdings, Inc.                                                                                                            | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $704449.52    | 0.00%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    895000 | PA      | $895891.71    | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1547108.03   | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38592000 | PA      | $36565920.00  | 0.10%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1085000 | PA      | $988302.25    | 0.00%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    703000 | PA      | $698488.92    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    860000 | PA      | $771459.12    | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1210623.90   | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                                | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1027384.32   | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                                        | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    803000 | PA      | $792367.70    | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $950874.21    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Medical Center                                               | Children's Hospital Medical Center                                                                                            | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261562.42    | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                                                                  | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    465000 | PA      | $484600.19    | 0.00%             | 2028-10-02      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PeaceHealth Obligated Group                                                                                                   | CUSIP: 70462GAF5<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120945.08    | 0.00%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ashland, Inc.                                                                    | Ashland, Inc.                                                                                                                 | CUSIP: 044209AM6<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    285000 | PA      | $300353.00    | 0.00%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2837000 | PA      | $2552977.66   | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    655000 | PA      | $644337.28    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    490000 | PA      | $511335.83    | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $1763610.33   | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1528000 | PA      | $1519927.03   | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    734000 | PA      | $480637.97    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                                              | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    621000 | PA      | $626338.70    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                                                          | Western Union Co. (The)                                                                                                       | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    710000 | PA      | $740807.25    | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1294007.08   | 0.00%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    925000 | PA      | $887532.90    | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144112.04    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375693.48    | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pelabuhan Indonesia Persero PT                                                   | Pelabuhan Indonesia Persero PT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |    420000 | PA      | $393985.06    | 0.00%             | 2045-05-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    955000 | PA      | $930508.29    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Korea Land & Housing Corp.                                                       | Korea Land & Housing Corp.                                                                                                    | CUSIP: N/A<br>LEI: 9884009ZN0XE8VIPAC02       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $401748.49    | 0.00%             | 2027-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland DAC                                                       | Zurich Finance Ireland DAC                                                                                                    | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    200000 | PA      | $182089.35    | 0.00%             | 2052-05-02      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2010GG                                                                | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $249687.25    | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAK2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1600000 | PA      | $1608588.61   | 0.00%             | 2028-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMass Memorial Health Care Obligated Group                                       | UMass Memorial Health Care Obligated Group                                                                                    | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $122027.36    | 0.00%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                                         | Fortitude Global Funding                                                                                                      | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430683.33    | 0.00%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8GY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98148 | PA      | $95112.30     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $986114.57    | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58041 | PA      | $56235.67     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    564000 | PA      | $541443.04    | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | 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        |   1200000 | PA      | $1281536.37   | 0.00%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2552473 | PA      | $2362633.52   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1920000 | PA      | $2050004.10   | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                                                                   | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    805000 | PA      | $707030.43    | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128P8GW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2317 | PA      | $2250.71      | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                                        | United States Steel Corp.                                                                                                     | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    474000 | PA      | $474918.19    | 0.00%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    690000 | PA      | $648346.55    | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The)                                                                                        | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    347000 | PA      | $371064.68    | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31323AB35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98334 | PA      | $91607.85     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65413 | PA      | $63453.75     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                            | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $50753.75     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    910000 | PA      | $719706.04    | 0.00%             | 2049-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301234.89    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2900000 | PA      | $2867321.20   | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    805000 | PA      | $817625.18    | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1714030.35   | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    455000 | PA      | $448623.09    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Q7D53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38781 | PA      | $37712.49     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    303000 | PA      | $242831.97    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    475000 | PA      | $342433.57    | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                             | State of Kuwait                                                                                                               | CUSIP: N/A<br>LEI: 549300FSC1YD0D9XX589       | Long             | DBT              | NUSS              | KW        |   4800000 | PA      | $4729274.61   | 0.01%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1077751.54   | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mumtalakat Sukuk Holding Co.                                                     | Mumtalakat Sukuk Holding Co.                                                                                                  | CUSIP: N/A<br>LEI: 549300EN7U0YPUUKDX15       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $395173.02    | 0.00%             | 2027-01-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10400 | PA      | $10130.67     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank KB Indonesia Tbk. PT                                                        | Bank KB Indonesia Tbk. PT                                                                                                     | CUSIP: N/A<br>LEI: 254900AMT6QDVD6GO926       | Long             | DBT              | CORP              | ID        |    200000 | PA      | $201843.98    | 0.00%             | 2027-10-30      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    829000 | PA      | $798444.41    | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                                                                           | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1309239.26   | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3363828.13   | 0.01%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Amipeace Ltd.                                                                    | Amipeace Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300Z8IOSIIKWF5763       | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $922940.06    | 0.00%             | 2030-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423887.04    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                                    | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    728000 | PA      | $720156.04    | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1447000 | PA      | $1434851.33   | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    425000 | PA      | $431071.58    | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                              | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    530000 | PA      | $393256.14    | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    991000 | PA      | $991314.86    | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                                                            | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410014.89    | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305925.04    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3650000 | PA      | $3351529.79   | 0.01%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series Q                                                                                                      | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    274000 | PA      | $240190.73    | 0.00%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                                  | Amer Sports Co.                                                                                                               | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    835000 | PA      | $868986.43    | 0.00%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220444 | PA      | $207291.42    | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1158724.46   | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                               | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356532.50    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285145.88    | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3507388.48   | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    470000 | PA      | $476524.63    | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                                                               | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $520148.35    | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB Home                                                                                                                       | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    355000 | PA      | $365560.69    | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                         | Industrial Bank of Korea                                                                                                      | CUSIP: 45604HAT4<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $401471.80    | 0.00%             | 2028-06-24      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1887000 | PA      | $2252564.97   | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2000000 | PA      | $1468558.37   | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    817000 | PA      | $679308.24    | 0.00%             | 2056-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    894000 | PA      | $731844.14    | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    415000 | PA      | $409895.56    | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3285000 | PA      | $3581161.55   | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                 | American National Global Funding                                                                                              | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318791.34    | 0.00%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3716376 | PA      | $3361369.00   | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                    | Apollo Management Holdings LP                                                                                                 | CUSIP: 03765HAC5<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    410000 | PA      | $369992.10    | 0.00%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Franklin BSP Capital Corp.                                                       | Franklin BSP Capital Corp.                                                                                                    | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220990.45    | 0.00%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Niagara Energy SAC                                                               | Niagara Energy SAC                                                                                                            | CUSIP: N/A<br>LEI: 254900V9UGCG42YQ6848       | Long             | DBT              | CORP              | PE        |   1200000 | PA      | $1218015.19   | 0.00%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1037614.38   | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                          | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    880000 | PA      | $950182.07    | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1266687.45   | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                        | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $806185.90    | 0.00%             | 2030-05-27      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637000 | PA      | $659347.34    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co.                                                         | Washington Gas Light Co., Series K                                                                                            | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    427000 | PA      | $331073.46    | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | Hudson Pacific Properties LP                                                                                                  | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    504000 | PA      | $461641.83    | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                             | Select Medical Corp.                                                                                                          | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    675000 | PA      | $655214.09    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1178081.74   | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1134877.19   | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    930000 | PA      | $890045.48    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    577000 | PA      | $527787.07    | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                                                            | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    609000 | PA      | $656769.77    | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp.                                                                                             | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    545000 | PA      | $455279.20    | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3465621.19   | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2011AA                                                                | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    525000 | PA      | $504335.66    | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                                    | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    640000 | PA      | $383359.25    | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427RNY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9359000 | PA      | $9538158.96   | 0.03%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    700000 | PA      | $772331.64    | 0.00%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Osaic Holdings, Inc.                                                             | Osaic Holdings, Inc.                                                                                                          | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160621.86    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    540000 | PA      | $543089.80    | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7322768 | PA      | $7598037.21   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2377 | PA      | $2303.34      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WM7L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49447 | PA      | $46613.88     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1600000 | PA      | $1669701.69   | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $1845001.27   | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $2019256.40   | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    850000 | PA      | $875208.78    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KPQR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18741627 | PA      | $17983041.64  | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                           | Amentum Holdings, Inc.                                                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1122691.43   | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $583772.38    | 0.00%             | 2029-09-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Finance GP 1                                                   | Liberty Utilities Finance GP 1                                                                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    628000 | PA      | $569347.83    | 0.00%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GRBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1029087 | PA      | $1056110.07   | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1890000 | PA      | $1908214.06   | 0.01%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    800000 | PA      | $824578.50    | 0.00%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062AT1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    890000 | PA      | $784970.61    | 0.00%             | 2030-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2062500.00   | 0.01%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    646000 | PA      | $572027.69    | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1740000 | PA      | $1851012.96   | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3355539 | PA      | $3226024.70   | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paysafe Finance plc                                                              | Paysafe Finance plc                                                                                                           | CUSIP: 70452AAA1<br>LEI: 894500TDMZ4S0F5X0Z61 | Long             | DBT              | CORP              | US        |    395000 | PA      | $353718.49    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco                                                            | City of San Francisco, Series 2010G                                                                                           | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55687.58     | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    825000 | PA      | $833037.15    | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    780000 | PA      | $784655.41    | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of England Euro Note                                                        | Bank of England Euro Note                                                                                                     | CUSIP: 38376HAK4<br>LEI: YUEDD7W89PH0FV8Q2S28 | Long             | DBT              | NUSS              | GB        |    230000 | PA      | $232069.26    | 0.00%             | 2027-03-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                                                                  | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    610000 | PA      | $499084.66    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1676486.96   | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2210000 | PA      | $2349738.57   | 0.01%             | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2946000 | PA      | $2901322.26   | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2A7<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   2330000 | PA      | $2402156.61   | 0.01%             | 2028-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1088609.98   | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    787000 | PA      | $777089.11    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    875000 | PA      | $820694.36    | 0.00%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                  | WEA Finance LLC                                                                                                               | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    695000 | PA      | $685840.39    | 0.00%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Export-Import Bank (The)                                                                                              | CUSIP: 00828EFN4<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $590630.76    | 0.00%             | 2036-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    315000 | PA      | $292787.88    | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                | Repsol E&P Capital Markets US LLC                                                                                             | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    520000 | PA      | $528010.07    | 0.00%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $592297.15    | 0.00%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3366317 | PA      | $3485669.19   | 0.01%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $813420.62    | 0.00%             | 2034-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $313883.83    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MDM9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1300000 | PA      | $1319621.92   | 0.00%             | 2029-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1150162.08   | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                          | AS Mileage Plan IP Ltd.                                                                                                       | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    345000 | PA      | $348597.40    | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                               | Zegona Finance plc                                                                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    890000 | PA      | $940150.85    | 0.00%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                              | Province of Alberta                                                                                                           | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $102291.71    | 0.00%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $931287.55    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2328955 | PA      | $1917770.79   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                            | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $584813.43    | 0.00%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1154453.01   | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                                                  | Marex Group plc                                                                                                               | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $698100.79    | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HKT Capital No. 6 Ltd.                                                           | HKT Capital No. 6 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900F4EZA4GPR3LG03       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $552259.70    | 0.00%             | 2032-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                                     | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    555000 | PA      | $543676.04    | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York (The)                    | Trustees of Columbia University in the City of New York (The), Series 2024                                                    | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195213.40    | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1249850.70   | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                                               | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    815000 | PA      | $850152.24    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    775000 | PA      | $797636.65    | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                                                                       | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $718672.04    | 0.00%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    445000 | PA      | $454290.84    | 0.00%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                                                                  | CUSIP: N/A<br>LEI: 789000KAIHOLSQKQ9858       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $618225.99    | 0.00%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Bonds                                                     | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1205000 | PA      | $1194658.74   | 0.00%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1800000 | PA      | $1815363.07   | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    790000 | PA      | $807435.26    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1715444.50   | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Comerica Bank                                                                    | Comerica Bank                                                                                                                 | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323164.94    | 0.00%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | Smurfit Kappa Treasury ULC                                                                                                    | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    505000 | PA      | $520722.37    | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    668000 | PA      | $639406.26    | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    605000 | PA      | $609941.76    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                                   | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    532000 | PA      | $330151.56    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    725000 | PA      | $731304.43    | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                                                                 | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    895000 | PA      | $890453.80    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | Michigan State University, Series 2022A                                                                                       | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $392226.81    | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                                    | CUSIP: N/A<br>LEI: 549300FE4UJNCG1DB123       | Long             | DBT              | CORP              | AR        |    670000 | PA      | $673080.00    | 0.00%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    795000 | PA      | $727823.00    | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    455000 | PA      | $468251.88    | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                   | TR Finance LLC                                                                                                                | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    259000 | PA      | $268601.89    | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    630000 | PA      | $649897.16    | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                                 | Adani Transmission Step-One Ltd.                                                                                              | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |    199500 | PA      | $180534.53    | 0.00%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    749000 | PA      | $721140.22    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $459172.58    | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3600000 | PA      | $3744726.26   | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QML69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7659238 | PA      | $6282013.06   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                     | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    610000 | PA      | $633188.93    | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                  | Transocean Titan Financing Ltd.                                                                                               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    465476 | PA      | $475614.51    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                           | Playtika Holding Corp.                                                                                                        | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    645000 | PA      | $561264.10    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $4796085.94   | 0.01%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4420000 | PA      | $4549954.18   | 0.01%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                                                                   | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    720000 | PA      | $619684.73    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                                  | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    335000 | PA      | $286170.81    | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                     | Hilton Worldwide Finance LLC                                                                                                  | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    546000 | PA      | $546171.34    | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   2101000 | PA      | $2126246.30   | 0.01%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1023019.39   | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67116000 | PA      | $67425362.81  | 0.19%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $1788367.80   | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1201143.57   | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    455000 | PA      | $439950.06    | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1935686.10   | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    720000 | PA      | $734948.70    | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    517000 | PA      | $411277.16    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                                      | APH Somerset Investor 2 LLC                                                                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $781357.08    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                                                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1358177.60   | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1258819.55   | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                                | Trane Technologies Financing Ltd.                                                                                             | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    965000 | PA      | $988033.16    | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                                                | Chevron Phillips Chemical Co. LLC                                                                                             | CUSIP: 166754AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $578970.55    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   1200000 | PA      | $1170154.34   | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                          | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226675.91    | 0.00%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15008729 | PA      | $13004280.04  | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dover Corp.                                                                      | Dover Corp.                                                                                                                   | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323437.23    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    675000 | PA      | $691545.09    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                                             | Banco BTG Pactual SA                                                                                                          | CUSIP: 05971AAM3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $600757.02    | 0.00%             | 2031-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                                  | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    476000 | PA      | $460318.92    | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1100000 | PA      | $892183.34    | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2000000 | PA      | $1951433.49   | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JAKG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4020522 | PA      | $3887038.88   | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    565000 | PA      | $594830.43    | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    470000 | PA      | $420026.00    | 0.00%             | 2048-05-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34386000 | PA      | $28567244.06  | 0.08%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    505000 | PA      | $517626.06    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                             | Alliant Energy Corp.                                                                                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283071.49    | 0.00%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090691.88   | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140MNP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7701079 | PA      | $7138084.50   | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1440240.55   | 0.00%             | 2033-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   1560000 | PA      | $1582090.63   | 0.00%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2XW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    555810 | PA      | $501783.69    | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25095000 | PA      | $24871497.66  | 0.07%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    290000 | PA      | $306125.06    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    480000 | PA      | $503867.16    | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    530000 | PA      | $507390.14    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-C30, Class A5                                                                               | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $838494.08    | 0.00%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3159000 | PA      | $2837121.40   | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co. Ltd.                                                   | PTTEP Treasury Center Co. Ltd.                                                                                                | CUSIP: 74442AAC2<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    400000 | PA      | $430855.82    | 0.00%             | 2042-06-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293776.00    | 0.00%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                               | Council of Europe Development Bank                                                                                            | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | US        |    730000 | PA      | $739687.28    | 0.00%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164015 | PA      | $149211.50    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1106008.85   | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $905944.26    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168017 | PA      | $166938.93    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1164390.27   | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1149000 | PA      | $1152525.20   | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp.                                                   | First American Financial Corp.                                                                                                | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    530000 | PA      | $532645.83    | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    330657 | PA      | $310928.20    | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                   | 7-Eleven, Inc.                                                                                                                | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1263485.30   | 0.00%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                                                                    | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    500000 | PA      | $536152.08    | 0.00%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    540000 | PA      | $576391.03    | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                                                                        | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    825000 | PA      | $650151.71    | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753312.53    | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    525000 | PA      | $530768.22    | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Arcos Dorados BV                                                                 | Arcos Dorados BV                                                                                                              | CUSIP: N/A<br>LEI: 549300T91OYP6I7P8G39       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $630535.51    | 0.00%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| New Development Bank (The)                                                       | New Development Bank (The)                                                                                                    | CUSIP: N/A<br>LEI: 254900VPI91W77OOUM06       | Long             | DBT              | NUSS              | US        |   1200000 | PA      | $1215051.22   | 0.00%             | 2027-11-07      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36317000 | PA      | $36467375.08  | 0.10%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $2039319.33   | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1045445.91   | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   2030000 | PA      | $1998377.32   | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    555000 | PA      | $563562.52    | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    510000 | PA      | $499800.00    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1801115.90   | 0.01%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    798000 | PA      | $773131.29    | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    442000 | PA      | $352962.42    | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                                                              | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $614990.53    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                   | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801762.51    | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                            | FirstEnergy Pennsylvania Electric Co.                                                                                         | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480423.15    | 0.00%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                                                  | Alleghany Corp.                                                                                                               | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    470000 | PA      | $431669.56    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp.                                               | Grand Parkway Transportation Corp., Series 2020B                                                                              | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $588512.89    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    972000 | PA      | $812121.51    | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    744000 | PA      | $708861.56    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1041648.92   | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    594000 | PA      | $589455.94    | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1821910.15   | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43667000 | PA      | $43907509.65  | 0.13%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1971789.15   | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2537669.69   | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | Sammons Financial Group Global Funding                                                                                        | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177865.26    | 0.00%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    720000 | PA      | $744258.80    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FKCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11656 | PA      | $10945.47     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    463000 | PA      | $465476.52    | 0.00%             | 2033-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WF6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29071 | PA      | $27586.51     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                           | Turkiye Is Bankasi A/S                                                                                                        | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $421324.04    | 0.00%             | 2029-06-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3716000 | PA      | $3604706.76   | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                                     | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    522000 | PA      | $542443.34    | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912283.74    | 0.00%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $812370.97    | 0.00%             | 2028-01-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2355000 | PA      | $2649598.82   | 0.01%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                                                                | CUSIP: 05971V2H7<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    700000 | PA      | $711445.55    | 0.00%             | 2035-03-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89295 | PA      | $81722.29     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                                       | Rio Tinto Finance USA Ltd.                                                                                                    | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    840000 | PA      | $902027.39    | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co.                                                            | Colonial Pipeline Co.                                                                                                         | CUSIP: 195869AN2<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |    441000 | PA      | $347315.59    | 0.00%             | 2043-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2286663 | PA      | $2159353.80   | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $402912.28    | 0.00%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37146000 | PA      | $24388670.63  | 0.07%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1900000 | PA      | $2189379.20   | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                            | Hightower Holding LLC                                                                                                         | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    430000 | PA      | $456015.65    | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    570000 | PA      | $579778.91    | 0.00%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| China Life Insurance Overseas Co. Ltd.                                           | China Life Insurance Overseas Co. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 254900GB3V5T9KMKQT53       | Long             | DBT              | CORP              | CN        |   2400000 | PA      | $2469388.03   | 0.01%             | 2033-08-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    420000 | PA      | $433422.72    | 0.00%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                                          | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487587.39    | 0.00%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    930000 | PA      | $899233.39    | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.                                                     | Constellation Software, Inc.                                                                                                  | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $538601.82    | 0.00%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2012 Ltd.                                                          | CNOOC Finance 2012 Ltd.                                                                                                       | CUSIP: 12623UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    600000 | PA      | $599123.45    | 0.00%             | 2042-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1498917.87   | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson, Inc.                                                            | Harley-Davidson, Inc.                                                                                                         | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    415000 | PA      | $333234.33    | 0.00%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                                   | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    215000 | PA      | $160511.94    | 0.00%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1164617.37   | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | Crown Americas LLC                                                                                                            | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291285.87    | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $946449.73    | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1263973.65   | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer plc                                                              | Marks & Spencer plc                                                                                                           | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $317829.64    | 0.00%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Amcor Finance USA, Inc.                                                          | Amcor Finance USA, Inc.                                                                                                       | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    592000 | PA      | $596254.80    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    735000 | PA      | $752096.99    | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                         | CenterPoint Energy, Inc.                                                                                                      | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317402.74    | 0.00%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                                   | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    860000 | PA      | $818164.03    | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K075, Class A2  | CUSIP: 3137F4X72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3065000 | PA      | $3054488.29   | 0.01%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                               | TKC Holdings, Inc.                                                                                                            | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $457770.24    | 0.00%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    888000 | PA      | $848637.85    | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                       | MajorDrive Holdings IV LLC                                                                                                    | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    540000 | PA      | $436792.94    | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    658000 | PA      | $626672.88    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                                                            | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485116.73    | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2017-BNK8, Class A3                                                                                              | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2049720 | PA      | $2023239.62   | 0.01%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394154.34    | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: —       |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma, Series J                                                                                      | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    840000 | PA      | $745122.09    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Republic of Finland                                                              | Republic of Finland                                                                                                           | CUSIP: 317873BH9<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   1000000 | PA      | $1007325.60   | 0.00%             | 2034-07-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2161582 | PA      | $2132631.76   | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Legg Mason, Inc.                                                                 | Legg Mason, Inc.                                                                                                              | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    546000 | PA      | $543522.53    | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   2600000 | PA      | $2670024.20   | 0.01%             | 2028-10-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1031437.88   | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1231419.15   | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                                                          | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    791000 | PA      | $755779.13    | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1009614.06   | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $2592802.17   | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                                   | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1293834.27   | 0.00%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701555.33    | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    999000 | PA      | $992289.87    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                           | BP Capital Markets plc                                                                                                        | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1002000 | PA      | $997207.57    | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                              | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    640000 | PA      | $567365.30    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bapco Energies Sukuk Ltd.                                                        | Bapco Energies Sukuk Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 54930062R6OFRHBRAI29       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $630344.74    | 0.00%             | 2033-05-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                                                                      | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    495000 | PA      | $510687.04    | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG                                                                                                           | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |   1395000 | PA      | $1007613.10   | 0.00%             | 2050-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28467000 | PA      | $28637134.80  | 0.08%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    980000 | PA      | $974114.99    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422034.83    | 0.00%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    745000 | PA      | $616317.10    | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2215000 | PA      | $2325449.72   | 0.01%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| QIC Cayman Ltd.                                                                  | QIC Cayman Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300ZO9661UN55F475       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $407119.92    | 0.00%             | 2031-04-10      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    612000 | PA      | $611935.08    | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    655000 | PA      | $547264.08    | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                   | TopBuild Corp.                                                                                                                | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    405000 | PA      | $392692.54    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | Howard Midstream Energy Partners LLC                                                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $374376.25    | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1037000 | PA      | $1000869.60   | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                                   | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    630000 | PA      | $564232.78    | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A2ZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31899 | PA      | $30856.66     | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1455417.28   | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                      | State Board of Administration Finance Corp., Series 2020A                                                                     | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    925000 | PA      | $850422.16    | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    430000 | PA      | $424390.36    | 0.00%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74556 | PA      | $70538.39     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $518957.91    | 0.00%             | 2036-06-18      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    170000 | PA      | $131074.69    | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    985000 | PA      | $883380.59    | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36178YCG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6082294 | PA      | $5757375.12   | 0.02%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    626641 | PA      | $622225.07    | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1660342.97   | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HNI Corp.                                                                        | HNI Corp.                                                                                                                     | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |    471000 | PA      | $465209.58    | 0.00%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AFFIN Bank Bhd.                                                                  | AFFIN Bank Bhd.                                                                                                               | CUSIP: N/A<br>LEI: 2549002RX9QANY14OL51       | Long             | DBT              | CORP              | MY        |    400000 | PA      | $406784.59    | 0.00%             | 2030-06-04      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    745000 | PA      | $747209.66    | 0.00%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2169197.70   | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                                   | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $840415.34    | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    670000 | PA      | $695742.88    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Shanghai Port Group BVI Development Co. Ltd.                                     | Shanghai Port Group BVI Development Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 30030018E34GXWP2RS97       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192422.47    | 0.00%             | 2029-09-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $517134.28    | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    505000 | PA      | $507582.96    | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    800000 | PA      | $818719.76    | 0.00%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1131000 | PA      | $1133574.36   | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PLDT, Inc.                                                                       | PLDT, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |    400000 | PA      | $287712.75    | 0.00%             | 2050-06-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3100418.60   | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    530124 | PA      | $453719.70    | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1098784.61   | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1150380.29   | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                                                                   | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1214846.45   | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21739.35     | 0.00%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Rochester Gas & Electric Corp.                                                   | Rochester Gas & Electric Corp.                                                                                                | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    910000 | PA      | $901514.84    | 0.00%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1278943.15   | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | Pernod Ricard SA                                                                                                              | CUSIP: 714264AK4<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    785000 | PA      | $766618.44    | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    775000 | PA      | $747972.64    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1087577.03   | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314960 | PA      | $313178.64    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1400000 | PA      | $1362925.28   | 0.00%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1025344 | PA      | $932801.68    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleveland Clinic Foundation (The)                                                | Cleveland Clinic Foundation (The)                                                                                             | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    320000 | PA      | $270246.93    | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1224574.65   | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1280000 | PA      | $1156768.65   | 0.00%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7127000 | PA      | $4755362.49   | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    875000 | PA      | $894807.65    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   2000000 | PA      | $1964423.40   | 0.01%             | 2035-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                               | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    445000 | PA      | $442685.53    | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1068916.78   | 0.00%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    800000 | PA      | $807111.29    | 0.00%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    575000 | PA      | $556729.46    | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132L74A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42240 | PA      | $39895.72     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                       | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    595000 | PA      | $558216.46    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C7, Class B                                                                                  | CUSIP: 09660WAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520879.53    | 0.00%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1068635.84   | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    963000 | PA      | $931670.29    | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    490000 | PA      | $382558.07    | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1259074.02   | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | State of Texas, Series 2009A                                                                                                  | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1888678 | PA      | $1929640.68   | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BS4<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    556000 | PA      | $563927.45    | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $704920.64    | 0.00%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    715000 | PA      | $686798.47    | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LKA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5910 | PA      | $5833.29      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                               | Barclays Commercial Mortgage Trust, Series 2019-C3, Class A4                                                                  | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1421000 | PA      | $1386712.37   | 0.00%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                                   | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $410554.96    | 0.00%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2307102 | PA      | $2330847.56   | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1577000 | PA      | $1497963.97   | 0.00%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68618000 | PA      | $69430158.36  | 0.20%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323877.11    | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29500000 | PA      | $28015781.25  | 0.08%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3536937.57   | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                                  | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    365000 | PA      | $386490.00    | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741481.60    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475789 | PA      | $450110.23    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1413428.02   | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                                                                | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $627260.28    | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                                                                      | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    653000 | PA      | $609510.69    | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                                 | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    505000 | PA      | $512810.00    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                        | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    745000 | PA      | $754281.04    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2W8<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    575000 | PA      | $582728.19    | 0.00%             | 2030-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                                     | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    758000 | PA      | $861649.41    | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                                                                    | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    465000 | PA      | $383654.87    | 0.00%             | 2041-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | International Development Association                                                                                         | CUSIP: 45939E2E9<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $70485.58     | 0.00%             | 2030-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    845000 | PA      | $877557.23    | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                         | Industrial Bank of Korea                                                                                                      | CUSIP: 45604HAS6<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $607857.29    | 0.00%             | 2030-06-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Fair Isaac Corp.                                                                 | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1209835.44   | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2200000 | PA      | $2302509.28   | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    875000 | PA      | $882495.94    | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                               | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    865000 | PA      | $759652.81    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                                                                      | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    395000 | PA      | $397355.42    | 0.00%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    805000 | PA      | $607783.20    | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series TTT                                                                                      | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    522000 | PA      | $412188.85    | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                               | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |    400000 | PA      | $398900.33    | 0.00%             | 2029-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35417427 | PA      | $30687350.82  | 0.09%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                                                                  | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    693000 | PA      | $650318.98    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254BP4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    820000 | PA      | $817795.55    | 0.00%             | 2030-05-21      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                                      | CUSIP: 74947MAD4<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $1025147.89   | 0.00%             | 2028-04-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    950000 | PA      | $970388.51    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                         | Skyworks Solutions, Inc.                                                                                                      | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    605000 | PA      | $549178.11    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3135437.50   | 0.01%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SK Broadband Co. Ltd.                                                            | SK Broadband Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400JTBDVK7K17FX69       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $406764.79    | 0.00%             | 2028-06-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2679227.42   | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25390580 | PA      | $22576532.73  | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    785000 | PA      | $793965.72    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                                                                       | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    510000 | PA      | $530321.33    | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UPL Corp. Ltd.                                                                   | UPL Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | MU        |    400000 | PA      | $381156.85    | 0.00%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $810580.49    | 0.00%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  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        |   2019000 | PA      | $1665743.23   | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    580000 | PA      | $598447.44    | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    420000 | PA      | $372941.95    | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                                          | Golub Capital BDC, Inc.                                                                                                       | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    665000 | PA      | $680659.97    | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1202912.95   | 0.00%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    700000 | PA      | $507619.57    | 0.00%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Henan Railway Construction & Investment Group Co. Ltd.                           | Henan Railway Construction & Investment Group Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 300300EX8HF061VKMX60       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $402432.07    | 0.00%             | 2028-01-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    433000 | PA      | $273994.70    | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                     | Mount Nittany Medical Center Obligated Group, Series 2022                                                                     | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $226982.67    | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                                                          | RPM International, Inc.                                                                                                       | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323828.27    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2963188.74   | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co., Series 20-A                                                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    690000 | PA      | $611667.53    | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                | Choice Hotels International, Inc.                                                                                             | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    565000 | PA      | $578251.93    | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    759000 | PA      | $728801.42    | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    945000 | PA      | $941181.25    | 0.00%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    970000 | PA      | $944572.22    | 0.00%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1046079.42   | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    546000 | PA      | $490426.38    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    805000 | PA      | $819603.24    | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1190000 | PA      | $1239707.91   | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                                    | Allegion US Holding Co., Inc.                                                                                                 | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    696000 | PA      | $689997.29    | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                                                               | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |    320000 | PA      | $319483.19    | 0.00%             | 2027-02-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Soar Wise Ltd.                                                                   | Soar Wise Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 2138001423MK8G3BNM68       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199120.19    | 0.00%             | 2028-03-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1900000 | PA      | $1968980.75   | 0.01%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    528000 | PA      | $466273.91    | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | Nederlandse Waterschapsbank NV                                                                                                | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    405000 | PA      | $414773.57    | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    580000 | PA      | $529966.05    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457207.98    | 0.00%             | 2030-05-28      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    565000 | PA      | $542193.85    | 0.00%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1348892.95   | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 58769JAS6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    530000 | PA      | $533794.80    | 0.00%             | 2034-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    485000 | PA      | $462644.93    | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Brookfield Asset Management Ltd.                                                 | Brookfield Asset Management Ltd.                                                                                              | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $433775.02    | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | Illinois State Toll Highway Authority, Series 2009A                                                                           | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    180000 | PA      | $190152.91    | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $983649.54    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24148273 | PA      | $23749729.74  | 0.07%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138YEN60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28350 | PA      | $26920.68     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1101075.95   | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                 | NCR Atleos Corp.                                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1419532.98   | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11183092 | PA      | $9172432.74   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1440000 | PA      | $1498341.35   | 0.00%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   4600000 | PA      | $4453123.25   | 0.01%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2020C                                                                         | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $813008.82    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    744000 | PA      | $658338.51    | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Sukuk Ltd.                                                          | Adnoc Murban Sukuk Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900UBM8GV669Q5J03       | Long             | DBT              | CORP              | AE        |   1400000 | PA      | $1401265.79   | 0.00%             | 2035-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co. of America (The)                                     | Guardian Life Insurance Co. of America (The)                                                                                  | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    491000 | PA      | $327967.56    | 0.00%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    530744 | PA      | $493007.89    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                                                                      | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2446023 | PA      | $1792032.80   | 0.01%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| Assured Guaranty Municipal Holdings, Inc.                                        | Assured Guaranty Municipal Holdings, Inc.                                                                                     | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |    371000 | PA      | $348426.55    | 0.00%             | 2066-12-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas Nc Storm Funding II LLC                                    | Duke Energy Carolinas Nc Storm Funding II LLC, Series A-1                                                                     | CUSIP: 26443UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $298224.81    | 0.00%             | 2035-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1132458.39   | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                                                             | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    470000 | PA      | $419960.88    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W1YU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18970581 | PA      | $16252485.66  | 0.05%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $629710.99    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1074895.03   | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                                    | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1054758.18   | 0.00%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233672.73    | 0.00%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    970000 | PA      | $1016720.74   | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series N                                                                                                    | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    323000 | PA      | $361319.01    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1425608.71   | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMTJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13902 | PA      | $13694.68     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1081373 | PA      | $939787.57    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    535000 | PA      | $401679.81    | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12270940 | PA      | $12109931.36  | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                                      | BBCMS Trust, Series 2021-C10, Class ASB                                                                                       | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1735640.84   | 0.00%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $986885.76    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    470000 | PA      | $516956.73    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | Export Development Canada                                                                                                     | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1465000 | PA      | $1477310.87   | 0.00%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Tesco plc                                                                        | Tesco plc                                                                                                                     | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |    493000 | PA      | $511645.68    | 0.00%             | 2037-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                                   | SoftBank Corp.                                                                                                                | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $401738.66    | 0.00%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                      | Vibrantz Technologies, Inc.                                                                                                   | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    673000 | PA      | $253216.72    | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                                                                     | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    605000 | PA      | $615433.03    | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Interchile SA                                                                    | Interchile SA                                                                                                                 | CUSIP: N/A<br>LEI: 549300Y105FQQX6RCE16       | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $851962.77    | 0.00%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    845000 | PA      | $729225.32    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                           | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1012923.62   | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                         | AthenaHealth Group, Inc.                                                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2289618.92   | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2398620 | PA      | $2490542.53   | 0.01%             | 2053-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    610000 | PA      | $611664.68    | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    655000 | PA      | $653969.45    | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                                           | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284332.76    | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   1800000 | PA      | $1859449.91   | 0.01%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    607000 | PA      | $608188.08    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326957 | PA      | $316670.73    | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $848434.12    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                | Repsol E&P Capital Markets US LLC                                                                                             | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714039.20    | 0.00%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                                         | Valmont Industries, Inc.                                                                                                      | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234352.60    | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     70000 | PA      | $75004.93     | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150400.93    | 0.00%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1455985.51   | 0.00%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                            | Petroleos del Peru SA                                                                                                         | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |   2000000 | PA      | $1345173.11   | 0.00%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                                                                      | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $950537.71    | 0.00%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Shinhan Card Co. Ltd.                                                            | Shinhan Card Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400VPS0FMK2WR8F98       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $393357.14    | 0.00%             | 2027-01-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                        | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    677000 | PA      | $504965.10    | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1015000 | PA      | $1025930.29   | 0.00%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                                            | Nestle Holdings, Inc.                                                                                                         | CUSIP: 641062BM5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $426455.97    | 0.00%             | 2030-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                                   | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1353585.05   | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WD4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52961 | PA      | $51804.12     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                                        | LKQ Corp.                                                                                                                     | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    720000 | PA      | $739088.59    | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    515000 | PA      | $513196.89    | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91121 | PA      | $86015.92     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                            | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1041134.45   | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1630000 | PA      | $1457643.12   | 0.00%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2405000 | PA      | $2578862.24   | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    710000 | PA      | $691945.11    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    375000 | PA      | $390556.44    | 0.00%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $366418.38    | 0.00%             | 2059-11-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    710000 | PA      | $719553.52    | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    360000 | PA      | $302780.63    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5507544 | PA      | $4544772.45   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                                                             | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $546373.72    | 0.00%             | 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        |    605000 | PA      | $625231.05    | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362759.79    | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31417EFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182245 | PA      | $168420.27    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10307291 | PA      | $10234655.27  | 0.03%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1150000 | PA      | $1161147.15   | 0.00%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                     | Wisconsin Electric Power Co.                                                                                                  | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    382000 | PA      | $314089.21    | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| West Virginia United Health System Obligated Group                               | West Virginia United Health System Obligated Group, Series 2020                                                               | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $105356.73    | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado, Series 17                                                                                     | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    334000 | PA      | $361374.49    | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    307148 | PA      | $304983.09    | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                     | Province of British Columbia                                                                                                  | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1030000 | PA      | $905016.69    | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CRH America, Inc.                                                                | CRH America, Inc.                                                                                                             | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |    640000 | PA      | $598568.58    | 0.00%             | 2045-05-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    990000 | PA      | $965207.03    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 45906M5J6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     20000 | PA      | $20107.87     | 0.00%             | 2034-05-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133AXHR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6571671 | PA      | $5654555.68   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    390000 | PA      | $361029.17    | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    342000 | PA      | $333749.09    | 0.00%             | 2027-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust, Series 2025-A3, Class A                                                              | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2790301.77   | 0.01%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBX6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    510000 | PA      | $514923.86    | 0.00%             | 2028-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10661785 | PA      | $9518878.22   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371878.63    | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                            | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    870000 | PA      | $796838.99    | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp.                                                        | Health Care Service Corp.                                                                                                     | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    885000 | PA      | $564628.69    | 0.00%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3135564.08   | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                                | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    685000 | PA      | $706888.57    | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8K93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191754 | PA      | $187124.04    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511000 | PA      | $490484.90    | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1505000 | PA      | $1359404.76   | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WJNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692341 | PA      | $655039.69    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4120000 | PA      | $4152519.59   | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                              | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1050000 | PA      | $1153414.67   | 0.00%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                            | New Enterprise Stone & Lime Co., Inc.                                                                                         | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    606000 | PA      | $606309.93    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95137000 | PA      | $63979632.50  | 0.18%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    368000 | PA      | $314009.69    | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                                       | Massachusetts Electric Co.                                                                                                    | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    380000 | PA      | $397366.83    | 0.00%             | 2039-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                             | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    460000 | PA      | $536748.19    | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    571000 | PA      | $554932.29    | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC                                                                                                                      | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599864 | PA      | $18261.06     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    420000 | PA      | $460498.11    | 0.00%             | 2039-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    390000 | PA      | $431211.12    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                                   | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2465116.65   | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244406 | PA      | $239029.84    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38377000 | PA      | $38532906.56  | 0.11%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    580000 | PA      | $595106.03    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    775000 | PA      | $714891.98    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    720000 | PA      | $729115.38    | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                                  | CSL Finance plc                                                                                                               | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $563270.81    | 0.00%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                                  | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170102.96    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    545000 | PA      | $409841.78    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                          | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    845000 | PA      | $856058.35    | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21974 | PA      | $21163.48     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |  11163000 | PA      | $11177796.33  | 0.03%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    238000 | PA      | $257067.69    | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1082811.75   | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $576022.58    | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93486 | PA      | $87547.32     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                              | Eldorado Gold Corp.                                                                                                           | CUSIP: N/A<br>LEI: 5493004PWQ01YDD1IH62       | Long             | DBT              | CORP              | CA        |    500000 | PA      | $502647.38    | 0.00%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                                      | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154283.86    | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |   1390000 | PA      | $1265827.82   | 0.00%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                                                              | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    577000 | PA      | $655469.44    | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FCP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6091 | PA      | $5720.03      | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1162734.10   | 0.00%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Sunny Express Enterprises Corp.                                                  | Sunny Express Enterprises Corp.                                                                                               | CUSIP: N/A<br>LEI: 254900RHBSC69QS5NZ68       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $385933.76    | 0.00%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1200000 | PA      | $1090228.59   | 0.00%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1007753.90   | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TriNet Group, Inc.                                                               | TriNet Group, Inc.                                                                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    550000 | PA      | $520534.67    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3925000 | PA      | $3629707.99   | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                    | NongHyup Bank                                                                                                                 | CUSIP: N/A<br>LEI: 988400GSDJCW3LKJBD20       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $408659.13    | 0.00%             | 2029-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                                 | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    551000 | PA      | $581951.47    | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                                                                   | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207698.85    | 0.00%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                    | Clue Opco LLC                                                                                                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $806526.02    | 0.00%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Vestel Elektronik Sanayi ve Ticaret A/S                                          | Vestel Elektronik Sanayi ve Ticaret A/S                                                                                       | CUSIP: N/A<br>LEI: 789000X20ITI3ANQEL70       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $448467.12    | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495218.58    | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1231168.47   | 0.00%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | Yale University, Series 2020                                                                                                  | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    473000 | PA      | $427145.70    | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Banco Macro SA                                                                   | Banco Macro SA                                                                                                                | CUSIP: N/A<br>LEI: 579100KKDKKIFEBKK040       | Long             | DBT              | CORP              | AR        |    600000 | PA      | $611316.39    | 0.00%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                                          | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1014878.18   | 0.00%             | 2053-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1300239.02   | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp.                                                           | KeySpan Gas East Corp.                                                                                                        | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504006.64    | 0.00%             | 2041-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    950000 | PA      | $954691.37    | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    970000 | PA      | $877557.56    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1045309.64   | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1363624 | PA      | $1396337.84   | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $830413.77    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                                                                  | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    390000 | PA      | $367570.67    | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    825000 | PA      | $869666.66    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    615000 | PA      | $626638.97    | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    237000 | PA      | $187642.25    | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $614366.44    | 0.00%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    465000 | PA      | $430675.26    | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    632000 | PA      | $725859.39    | 0.00%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |    455000 | PA      | $460545.61    | 0.00%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326776.34    | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                                 | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1510000 | PA      | $1491001.78   | 0.00%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2010-165                                                                      | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1380210.04   | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Constellation Insurance, Inc.                                                    | Constellation Insurance, Inc.                                                                                                 | CUSIP: 67740QAG1<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255751.16    | 0.00%             | 2031-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1779641.46   | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    982000 | PA      | $625671.96    | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    525000 | PA      | $450331.02    | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                                         | Lindblad Expeditions LLC                                                                                                      | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114843.18    | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044CK1<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    565000 | PA      | $421390.41    | 0.00%             | 2047-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182932.24    | 0.00%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                                      | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    755000 | PA      | $767482.44    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    715000 | PA      | $620540.40    | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    595000 | PA      | $611350.43    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    630000 | PA      | $608623.22    | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    705000 | PA      | $697719.84    | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    635000 | PA      | $655913.11    | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3891303.08   | 0.01%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class A4                                                              | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1186422.98   | 0.00%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFMW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2631113 | PA      | $2268939.45   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V16, Class A3                                                                           | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $259988.56    | 0.00%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    895000 | PA      | $964800.31    | 0.00%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    540000 | PA      | $335586.81    | 0.00%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1251681.41   | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.                                             | Korea Hydro & Nuclear Power Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $602065.56    | 0.00%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crane NXT Co.                                                                    | Crane NXT Co.                                                                                                                 | CUSIP: 224399AP0<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    199000 | PA      | $212770.38    | 0.00%             | 2036-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51680000 | PA      | $50428375.00  | 0.14%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | Ontario Teachers' Cadillac Fairview Properties Trust                                                                          | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1386000 | PA      | $1381576.66   | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    475000 | PA      | $501020.60    | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2736000 | PA      | $2679751.42   | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1450000 | PA      | $1156721.76   | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127699 | PA      | $119873.72    | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                                                | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350304.81    | 0.00%             | 2031-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475730.51    | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    765000 | PA      | $786523.05    | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                                                               | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   4455000 | PA      | $4470333.92   | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    405000 | PA      | $249276.12    | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                               | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    673000 | PA      | $676284.98    | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                                        | Carlyle Group, Inc. (The)                                                                                                     | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541146.72    | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1463785.19   | 0.00%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    479000 | PA      | $402707.65    | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                                                                 | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394713.81    | 0.00%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| JSW Steel Ltd.                                                                   | JSW Steel Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $396182.95    | 0.00%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QIIB Senior Oryx Ltd.                                                            | QIIB Senior Oryx Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300A07UNNRZ2DVQ26       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $401383.88    | 0.00%             | 2030-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                                       | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    475000 | PA      | $488186.64    | 0.00%             | 2035-05-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    815000 | PA      | $853750.44    | 0.00%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                                                             | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    674000 | PA      | $706045.40    | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NG29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2926304 | PA      | $3000468.82   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                       | Dana, Inc.                                                                                                                    | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    192000 | PA      | $184288.85    | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                            | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470530.39    | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp.                                                        | Merck Sharp & Dohme Corp.                                                                                                     | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    524000 | PA      | $553794.57    | 0.00%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140K1C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219487 | PA      | $198497.21    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1442010.02   | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                  | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1030000 | PA      | $1063217.81   | 0.00%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | Metropolitan Transportation Authority Dedicated Tax Fund, Series 2009C                                                        | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    460000 | PA      | $538591.07    | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1014734.22   | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2440000 | PA      | $2498127.79   | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                                                          | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    767000 | PA      | $455764.31    | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series AA                                                                                       | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    266000 | PA      | $270353.21    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                             | CP Atlas Buyer, Inc.                                                                                                          | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    549270 | PA      | $505870.46    | 0.00%             | 2031-01-15      | Variable      | 12.75%                | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    622000 | PA      | $634363.84    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    619000 | PA      | $422385.34    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                                       | Potomac Electric Power Co.                                                                                                    | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487287.97    | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                                                | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1220000 | PA      | $946782.27    | 0.00%             | 2041-03-11      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Infrabuild Australia Pty. Ltd.                                                   | Infrabuild Australia Pty. Ltd.                                                                                                | CUSIP: 45682RAC4<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $319118.71    | 0.00%             | 2028-11-15      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt                                                 | Continuum Green Energy India Pvt                                                                                              | CUSIP: N/A<br>LEI: 335800ZNO2SOIWFPSQ56       | Long             | DBT              | CORP              | IN        |    564450 | PA      | $588457.19    | 0.00%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    821000 | PA      | $812550.01    | 0.00%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1143925.79   | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                               | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    835000 | PA      | $762577.20    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9880369 | PA      | $9131148.29   | 0.03%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | Landeskreditbank Baden-Wuerttemberg Foerderbank                                                                               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | NUSS              | DE        |    200000 | PA      | $200424.03    | 0.00%             | 2027-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $165964.27    | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 113249000 | PA      | $98508934.84  | 0.28%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding VIII Ltd.                                                     | Alpha Star Holding VIII Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900TMRVHA9YMIFC14       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $617904.69    | 0.00%             | 2027-04-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Three Gorges Finance I Cayman Islands Ltd.                                       | Three Gorges Finance I Cayman Islands Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300FD0MPTWEITI779       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $450337.56    | 0.00%             | 2049-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                                                                       | CUSIP: 30251BAC2<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    135000 | PA      | $148419.46    | 0.00%             | 2040-12-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    285000 | PA      | $266076.93    | 0.00%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co. PJSC Masdar                                          | Abu Dhabi Future Energy Co. PJSC Masdar                                                                                       | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $407285.47    | 0.00%             | 2034-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140JNY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113929 | PA      | $110208.82    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp.                                                               | NorthWestern Corp.                                                                                                            | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122815.96    | 0.00%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1385000 | PA      | $1411664.77   | 0.00%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493003P813VL21KG928       | Long             | DBT              | CORP              | KR        |    600000 | PA      | $611553.99    | 0.00%             | 2030-05-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2569000 | PA      | $2348835.16   | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    395000 | PA      | $239563.39    | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                             | Heartland Dental LLC                                                                                                          | CUSIP: 42239PAB5<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153218.06    | 0.00%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                      | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |    400000 | PA      | $410952.74    | 0.00%             | 2035-03-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    388000 | PA      | $386694.90    | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                                                           | Republic of Azerbaijan                                                                                                        | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |    950000 | PA      | $885087.01    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1067655.01   | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5870008 | PA      | $6045043.72   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $814569.87    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    747000 | PA      | $670972.81    | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1775730.20   | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    810000 | PA      | $795671.63    | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    490000 | PA      | $485084.43    | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    785000 | PA      | $653812.50    | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                                                             | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    460000 | PA      | $479049.58    | 0.00%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                                         | Westpac New Zealand Ltd.                                                                                                      | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   1375000 | PA      | $1398357.34   | 0.00%             | 2028-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    955000 | PA      | $968935.42    | 0.00%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                                      | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    455000 | PA      | $479026.18    | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| NSTAR Electric Co.                                                               | NSTAR Electric Co.                                                                                                            | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383975.33    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1241583.71   | 0.00%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    560000 | PA      | $431262.08    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    535000 | PA      | $539020.05    | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2674000 | PA      | $2704105.79   | 0.01%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1804000 | PA      | $1117228.41   | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                                                               | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    765000 | PA      | $631242.89    | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROP Sukuk Trust                                                                  | ROP Sukuk Trust                                                                                                               | CUSIP: N/A<br>LEI: 254900RB1RTZ84ZMF446       | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $818715.11    | 0.00%             | 2029-06-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    900000 | PA      | $941582.65    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                                                  | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    630000 | PA      | $435064.41    | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $821107.60    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                                                                            | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129617.00    | 0.00%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    362000 | PA      | $394379.20    | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                         | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    670000 | PA      | $617839.34    | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG Bank NV                                                                                                                   | CUSIP: 05591F2S8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    380000 | PA      | $378637.05    | 0.00%             | 2028-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    949000 | PA      | $1064764.66   | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AI Candelaria -spain- SA                                                         | AI Candelaria -spain- SA                                                                                                      | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |    500000 | PA      | $446836.49    | 0.00%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                    | Muenchener Rueckversicherungs-Gesellschaft AG                                                                                 | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   1040000 | PA      | $1087356.48   | 0.00%             | 2042-05-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                       | Israel Electric Corp. Ltd.                                                                                                    | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |   1200000 | PA      | $1186810.19   | 0.00%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                                                             | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    445000 | PA      | $459242.88    | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                                  | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    520000 | PA      | $519807.23    | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1635969.97   | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404165.44    | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KKLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690328 | PA      | $587066.10    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| China Cinda Finance 2017 I Ltd.                                                  | China Cinda Finance 2017 I Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300FRGSV52FLG5T09       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $608441.25    | 0.00%             | 2029-02-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                                      | HEICO Corp.                                                                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568993.70    | 0.00%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                             | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596575.77    | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                                                            | CUSIP: 477921AA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    910000 | PA      | $948332.50    | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    640000 | PA      | $611836.36    | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                    | Teva Pharmaceutical Finance Netherlands IV BV                                                                                 | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    610000 | PA      | $631412.38    | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380471.44    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    875000 | PA      | $869189.15    | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8GS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3283802 | PA      | $3046285.42   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E0LA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6465274 | PA      | $6661357.67   | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    810000 | PA      | $838396.55    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                                                          | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    718000 | PA      | $625063.30    | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Express Corp. Pass-Through Trust                                         | Federal Express Corp. Pass-Through Trust, Series 2020-1, Class AA                                                             | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615415 | PA      | $536674.19    | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1360000 | PA      | $1362101.58   | 0.00%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251341.19   | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                                   | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    950000 | PA      | $998698.70    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1005565.34   | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2441908 | PA      | $2351871.76   | 0.01%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                                | Solstice Advanced Materials, Inc.                                                                                             | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301604.37    | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3326000 | PA      | $3304293.52   | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    730000 | PA      | $762090.29    | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1233334.51   | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E02B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2369661 | PA      | $2488095.27   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    675000 | PA      | $547311.57    | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                         | CACI International, Inc.                                                                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    365000 | PA      | $379404.27    | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                       | Axalta Coating Systems LLC                                                                                                    | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    740000 | PA      | $712225.80    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    161000 | PA      | $174015.16    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $735983.24    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    513000 | PA      | $541110.03    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                     | Diversified Healthcare Trust                                                                                                  | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97955.08     | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8094263 | PA      | $6636132.57   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |   1050000 | PA      | $1137321.70   | 0.00%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1026294.58   | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1515000 | PA      | $1551958.82   | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                                | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    505000 | PA      | $509978.37    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    600000 | PA      | $679301.88    | 0.00%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 123                                                                                           | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    683000 | PA      | $524935.38    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $668626.14    | 0.00%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                    | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    395000 | PA      | $373459.36    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1250234.11   | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ascot Group Ltd.                                                                 | Ascot Group Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800DJV7WRJBE2II28       | Long             | DBT              | CORP              | BM        |     30000 | PA      | $31069.06     | 0.00%             | 2035-06-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                                      | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    290000 | PA      | $243793.93    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    167000 | PA      | $178124.99    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2795000 | PA      | $2787575.97   | 0.01%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $334767.93    | 0.00%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EVUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113840 | PA      | $104185.57    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222004.69    | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA, Series 2038                                                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    345000 | PA      | $354999.70    | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | Baiterek National Managing Holding JSC                                                                                        | CUSIP: N/A<br>LEI: 984500B4F78F04253804       | Long             | DBT              | NUSS              | KZ        |    600000 | PA      | $610699.57    | 0.00%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    756000 | PA      | $531768.29    | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $188657.62    | 0.00%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                                   | Watco Cos. LLC                                                                                                                | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1010425.57   | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                            | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032XBA1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188442.73    | 0.00%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Indiana University Health, Inc. Obligated Group                                  | Indiana University Health, Inc. Obligated Group, Series 2021                                                                  | CUSIP: 455170AB6<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |    310000 | PA      | $194933.10    | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                     | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    560000 | PA      | $568736.24    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1414220.16   | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210398.13    | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                                 | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403830.92    | 0.00%             | 2027-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1800000 | PA      | $1886698.05   | 0.01%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                          | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    520000 | PA      | $526814.14    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317102.68    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1028751.87   | 0.00%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                              | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    341000 | PA      | $340309.45    | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Central International Development BVI Ltd.                                       | Central International Development BVI Ltd.                                                                                    | CUSIP: N/A<br>LEI: 655600LG6TIBTHAAMT06       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $403593.76    | 0.00%             | 2027-08-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538614.79    | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1522352.59   | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1223016 | PA      | $1052796.32   | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                                 | Murphy Oil Corp.                                                                                                              | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    674000 | PA      | $672796.44    | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                                                               | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366921.68    | 0.00%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    675000 | PA      | $681845.40    | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1291767.21   | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | Lincoln Financial Global Funding                                                                                              | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    485000 | PA      | $489849.93    | 0.00%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp., Series B                                                                                           | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623604.25    | 0.00%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                                                         | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439661.56    | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                                   | KSA Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   1900000 | PA      | $1809330.32   | 0.01%             | 2029-10-29      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    875000 | PA      | $834326.18    | 0.00%             | 2028-12-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                               | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    980000 | PA      | $658273.79    | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    585000 | PA      | $373299.35    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    983000 | PA      | $894954.26    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    530000 | PA      | $533947.40    | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $20985937.50  | 0.06%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                                                        | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    745000 | PA      | $735742.84    | 0.00%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1779554.69   | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                           | Chart Industries, Inc.                                                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1500311.47   | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    906000 | PA      | $539917.06    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    809000 | PA      | $779507.84    | 0.00%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  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        |   1160000 | PA      | $1291040.20   | 0.00%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |    889000 | PA      | $863250.84    | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co.                                                       | Delmarva Power & Light Co.                                                                                                    | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    415000 | PA      | $351210.24    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    868000 | PA      | $874197.30    | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $911568.62    | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349676.32    | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EURO                                                                             | EURO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     56790 | OU      | $67315.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB Holdings BV                                                                                                               | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    445000 | PA      | $342516.94    | 0.00%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                                                                       | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429336.16    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1020111.68   | 0.00%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1220547.04   | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2018 Ltd.                                     | Sinopec Group Overseas Development 2018 Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300C6OZZ8LTVR8209       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $404544.21    | 0.00%             | 2028-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    616000 | PA      | $608559.47    | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1650000 | PA      | $1386676.95   | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    960000 | PA      | $972498.17    | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                            | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $945284.27    | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   2600000 | PA      | $2220063.79   | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co.                                                                                                         | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    295000 | PA      | $246981.12    | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18189459 | PA      | $17594351.13  | 0.05%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1041771.36   | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    800000 | PA      | $868752.60    | 0.00%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Joy Treasure Assets Holdings, Inc.                                               | Joy Treasure Assets Holdings, Inc.                                                                                            | CUSIP: N/A<br>LEI: 2549002TXU15P8D3F498       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $807598.51    | 0.00%             | 2027-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                                                                     | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    515000 | PA      | $444952.97    | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                        | Tucson Electric Power Co.                                                                                                     | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    420000 | PA      | $427137.85    | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co., Series KENT                                                                                           | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    335000 | PA      | $350611.37    | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WEWJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93275 | PA      | $84856.81     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc., Series I                                                                                                     | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    635000 | PA      | $579249.34    | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    565000 | PA      | $460561.25    | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    769000 | PA      | $761329.78    | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $993822.07    | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                                 | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    743000 | PA      | $688509.33    | 0.00%             | 2032-06-03      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C18, Class A5                                                                               | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1335000 | PA      | $1401343.71   | 0.00%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20800000 | PA      | $13009750.00  | 0.04%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    495000 | PA      | $405641.58    | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    590000 | PA      | $526046.79    | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31335BME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457186 | PA      | $415922.38    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp.                                                      | Korea Housing Finance Corp.                                                                                                   | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $406242.93    | 0.00%             | 2027-08-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    777000 | PA      | $666671.10    | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                          | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    988000 | PA      | $994900.08    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                            | Electronic Arts, Inc.                                                                                                         | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    909000 | PA      | $878948.25    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    645000 | PA      | $639723.67    | 0.00%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599BH6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    646000 | PA      | $622645.40    | 0.00%             | 2029-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                       | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1021504.68   | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                        | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    905000 | PA      | $800313.54    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    315000 | PA      | $350595.72    | 0.00%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | Inova Health System Foundation                                                                                                | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |    420000 | PA      | $331110.60    | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30243000 | PA      | $30035079.38  | 0.09%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Corp. Inmobiliaria Vesta SAB de CV                                               | Corp. Inmobiliaria Vesta SAB de CV                                                                                            | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $370040.53    | 0.00%             | 2031-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38127000 | PA      | $37698071.25  | 0.11%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52678000 | PA      | $52192374.69  | 0.15%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                          | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6540000 | PA      | $6462086.79   | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    755000 | PA      | $748434.58    | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    586000 | PA      | $607293.44    | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                  | JH North America Holdings, Inc.                                                                                               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117015.93    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3739585.51   | 0.01%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                               | Siemens Funding BV                                                                                                            | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1029759.98   | 0.00%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                                                           | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $298181.00    | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $911411.70    | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9934027 | PA      | $9969038.11   | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $948963.00    | 0.00%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1182775.10   | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    805000 | PA      | $811362.93    | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                         | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1024366.01   | 0.00%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1442234.93   | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                                                          | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    415000 | PA      | $445143.21    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                                   | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    707000 | PA      | $638053.13    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas & Electric Co.                                                      | Oklahoma Gas & Electric Co.                                                                                                   | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    490000 | PA      | $511139.97    | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1440656.69   | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAC1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $628475.16    | 0.00%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1584242.28   | 0.00%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    980000 | PA      | $893043.82    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3656040 | PA      | $3041523.07   | 0.01%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    525000 | PA      | $540087.50    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    585000 | PA      | $615246.41    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1525000 | PA      | $1562978.30   | 0.00%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y6M23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4747923 | PA      | $4849279.89   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                                           | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1993576.21   | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    620000 | PA      | $550320.70    | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1400754.18   | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550AD3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253744.93    | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                                                                     | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    445000 | PA      | $394374.47    | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    355000 | PA      | $370758.88    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4442686 | PA      | $3817410.53   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | Alliant Energy Finance LLC                                                                                                    | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385201.71    | 0.00%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                                          | Webster Financial Corp.                                                                                                       | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    343000 | PA      | $339896.08    | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3271638.49   | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Railworks Holdings LP                                                            | Railworks Holdings LP                                                                                                         | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $345174.55    | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2221109.56   | 0.01%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co.                                                       | Atlantic City Electric Co.                                                                                                    | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    620000 | PA      | $562786.06    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    480000 | PA      | $430698.97    | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520117.61    | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    775000 | PA      | $810154.43    | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3979833.12   | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | Ontario Teachers' Finance Trust                                                                                               | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $226307.47    | 0.00%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                    | American National Group, Inc.                                                                                                 | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    656000 | PA      | $660897.12    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                                        | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1762111.91   | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1074961.68   | 0.00%             | 2029-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| KFH Sukuk Co.                                                                    | KFH Sukuk Co.                                                                                                                 | CUSIP: N/A<br>LEI: 5493008FLJYWGCMZDN21       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1014388.00   | 0.00%             | 2029-01-17      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    297000 | PA      | $295698.12    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460141.59    | 0.00%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WQAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13560 | PA      | $12712.26     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                         | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906640.99    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    732000 | PA      | $677908.45    | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | Duke University, Series 2020                                                                                                  | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    430000 | PA      | $317035.29    | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1472343.16   | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                        | Main Street Capital Corp.                                                                                                     | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362378.38    | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co. Ltd. (The)                              | Hongkong Land Finance Cayman Islands Co. Ltd. (The)                                                                           | CUSIP: N/A<br>LEI: 254900OHTMO343QAXN81       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $359038.46    | 0.00%             | 2031-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172161 | PA      | $156436.27    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2019-2, Class AA                                                                   | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242812 | PA      | $225002.79    | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                            | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1540000 | PA      | $1542717.52   | 0.00%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12643391 | PA      | $10847673.55  | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    725000 | PA      | $738298.76    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | 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             | DBT              | CORP              | US        |    627589 | PA      | $640958.87    | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $886578.81    | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $1969372.98   | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                                  | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $614405.31    | 0.00%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                        | Dream Finders Homes, Inc.                                                                                                     | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $387288.28    | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                                      | CUSIP: 50066RAS5<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $586611.93    | 0.00%             | 2027-04-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                                                             | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    495000 | PA      | $511476.03    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR10, Class AS                                                                                            | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $515236.53    | 0.00%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69761 | PA      | $63389.17     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE Capital Trust II                                                                                                          | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493000 | PA      | $589973.96    | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    805000 | PA      | $819146.69    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1229401.65   | 0.00%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    445000 | PA      | $449139.87    | 0.00%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $196780.09    | 0.00%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    713000 | PA      | $713410.13    | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chouzhou International Investment Ltd.                                           | Chouzhou International Investment Ltd.                                                                                        | CUSIP: N/A<br>LEI: 254900G02LJVPHKXDT91       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $404374.72    | 0.00%             | 2028-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                                                                     | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127656.85    | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3041000 | PA      | $3063708.67   | 0.01%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                                                                            | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193491.42    | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Provident Financing Trust I                                                      | Provident Financing Trust I                                                                                                   | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $229186.15    | 0.00%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    850000 | PA      | $883651.36    | 0.00%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5129000 | PA      | $5060551.09   | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    415000 | PA      | $422089.11    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    880000 | PA      | $915567.08    | 0.00%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: —       |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                                                              | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    685000 | PA      | $686772.01    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    925000 | PA      | $964005.72    | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                                      | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    545000 | PA      | $554675.23    | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    526000 | PA      | $404668.05    | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Castle Peak Power Finance Co. Ltd.                                               | Castle Peak Power Finance Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 254900LYMFL8O07R2452       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $184140.22    | 0.00%             | 2030-06-22      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Korea East-West Power Co. Ltd.                                                   | Korea East-West Power Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400N0YW2A27V3D553       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $196871.85    | 0.00%             | 2031-05-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                               | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1155000 | PA      | $1157830.87   | 0.00%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                                       | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486333.20    | 0.00%             | 2030-06-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2108000 | PA      | $2109245.48   | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Securian Financial Group, Inc.                                                   | Securian Financial Group, Inc.                                                                                                | CUSIP: 81373PAA1<br>LEI: 5493007EAD0HGURCS836 | Long             | DBT              | CORP              | US        |    265000 | PA      | $229069.78    | 0.00%             | 2048-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Aydem Yenilenebilir Enerji A/S                                                   | Aydem Yenilenebilir Enerji A/S                                                                                                | CUSIP: N/A<br>LEI: 9845009C50EDA74OA532       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $601586.68    | 0.00%             | 2030-09-30      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1190000 | PA      | $1212371.87   | 0.00%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVCL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4419436 | PA      | $4559599.98   | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2568000 | PA      | $2796355.67   | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    390000 | PA      | $358804.89    | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1326693.56   | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1850000 | PA      | $1913225.48   | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1197225.29   | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1847838.32   | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                             | Macquarie Group Ltd.                                                                                                          | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    490000 | PA      | $477198.20    | 0.00%             | 2028-04-14      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                          | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    655000 | PA      | $677358.18    | 0.00%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2535000 | PA      | $2752422.56   | 0.01%             | 2034-09-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QMPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1318597 | PA      | $1194774.16   | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co., Series C                                                                                       | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    820000 | PA      | $814531.66    | 0.00%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                          | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349993.58    | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                                        | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1453561.93   | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                                                                            | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    820000 | PA      | $836196.21    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    935000 | PA      | $952438.59    | 0.00%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                           | President & Fellows of Harvard College                                                                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    571000 | PA      | $417191.55    | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1080002.75   | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132CWYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3013144 | PA      | $2909010.24   | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                            | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1234584.33   | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA Global Funding                                                                                                            | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    620000 | PA      | $649597.22    | 0.00%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    893000 | PA      | $902695.18    | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    440000 | PA      | $452664.57    | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1013622.60   | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $607818.29    | 0.00%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1053323.01   | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    713000 | PA      | $474293.47    | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    855878 | PA      | $824321.19    | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $422375.17    | 0.00%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                         | RB Global Holdings, Inc.                                                                                                      | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    655000 | PA      | $667457.48    | 0.00%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1311949.40   | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    565000 | PA      | $532515.37    | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2343843.03   | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                             | Equinix Europe 2 Financing Corp. LLC                                                                                          | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    685000 | PA      | $707303.28    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                             | Beacon Funding Trust                                                                                                          | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    765000 | PA      | $777209.27    | 0.00%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2281778.32   | 0.01%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                                 | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1525000 | PA      | $1577791.33   | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                              | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1054000 | PA      | $1058329.57   | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd.                                        | Argentum Netherlands BV for Swiss Re Ltd.                                                                                     | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |    960000 | PA      | $972597.98    | 0.00%             | 2052-08-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                             | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    520000 | PA      | $538932.45    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| China Modern Dairy Holdings Ltd.                                                 | China Modern Dairy Holdings Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300TAELI2JXTKK009       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $398546.27    | 0.00%             | 2030-07-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                                                                  | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $475128.52    | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                                     | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1318295.75   | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                         | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $919255.00    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Marriott Ownership Resorts, Inc.                                                 | Marriott Ownership Resorts, Inc.                                                                                              | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    390000 | PA      | $370852.11    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    730000 | PA      | $757904.16    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                                  | Life Time, Inc.                                                                                                               | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    530000 | PA      | $543345.96    | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506221.36    | 0.00%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    775000 | PA      | $727568.78    | 0.00%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1925000 | PA      | $1673731.88   | 0.00%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ETQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46168 | PA      | $45802.91     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    665000 | PA      | $516911.24    | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                                  | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31128.53     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2109728.74   | 0.01%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    470000 | PA      | $428080.00    | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                                                                     | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381017.73    | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    535000 | PA      | $535000.00    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617B5CZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200001 | PA      | $187644.71    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                        | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1749767.33   | 0.00%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    326000 | PA      | $288859.76    | 0.00%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274015.94    | 0.00%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422921.63    | 0.00%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                                                                  | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163982.10    | 0.00%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    778000 | PA      | $613336.09    | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co.                                                       | Mead Johnson Nutrition Co.                                                                                                    | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    525000 | PA      | $466724.62    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1500000 | PA      | $1300349.19   | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVGK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3324904 | PA      | $3271975.24   | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    310000 | PA      | $325072.95    | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1680000 | PA      | $1624620.45   | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                        | ATI, Inc.                                                                                                                     | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    402000 | PA      | $402731.67    | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    975000 | PA      | $995973.97    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    462000 | PA      | $421855.35    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XLPK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16242879 | PA      | $15175248.56  | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $1473298.62   | 0.00%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1245902.39   | 0.00%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    653000 | PA      | $624066.62    | 0.00%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    680000 | PA      | $691039.30    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                              | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    686000 | PA      | $712452.48    | 0.00%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                                                        | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    540625 | PA      | $569404.61    | 0.00%             | 2031-01-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Malayan Banking Bhd.                                                             | Malayan Banking Bhd.                                                                                                          | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | DBT              | CORP              | MY        |    600000 | PA      | $601128.30    | 0.00%             | 2028-11-19      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    685000 | PA      | $662922.79    | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Xin Yue Co. Ltd.                                                                 | Xin Yue Co. Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 875500KSMQKW1JYCSJ53       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $195738.09    | 0.00%             | 2027-01-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    680000 | PA      | $651787.51    | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5863459 | PA      | $4807193.58   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                             | State of Kuwait                                                                                                               | CUSIP: N/A<br>LEI: 549300FSC1YD0D9XX589       | Long             | DBT              | NUSS              | KW        |    100000 | PA      | $99556.82     | 0.00%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    505000 | PA      | $471213.14    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1023805.63   | 0.00%             | 2030-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140H1WA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157296 | PA      | $160120.40    | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                        | Turk Telekomunikasyon A/S                                                                                                     | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |    400000 | PA      | $416079.01    | 0.00%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                        | Millrose Properties, Inc.                                                                                                     | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $439838.67    | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                    | DP World Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $342012.84    | 0.00%             | 2049-09-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3355672.31   | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    830000 | PA      | $575557.29    | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    570000 | PA      | $594676.14    | 0.00%             | 2033-09-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                                | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    385000 | PA      | $401001.55    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674547.51    | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                                                          | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173914.92    | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                            | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    324000 | PA      | $374845.30    | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202778 | PA      | $190130.37    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    923000 | PA      | $969705.97    | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                            | Veritiv Operating Co.                                                                                                         | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1077305.57   | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1535369.74   | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1595833.25   | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1157856.39   | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99007.55     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                          | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1557451.54   | 0.00%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $445969.82    | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $928404.05    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                                                  | VOC Escrow Ltd.                                                                                                               | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    725000 | PA      | $724058.31    | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DSCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1692897 | PA      | $1764021.95   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                                                               | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    570000 | PA      | $554457.30    | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1111674.96   | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                                                 | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    815000 | PA      | $830020.67    | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |   1900000 | PA      | $1981283.82   | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13496307 | PA      | $13772170.80  | 0.04%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                                                                | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    535000 | PA      | $512302.19    | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    670000 | PA      | $684103.96    | 0.00%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    634000 | PA      | $626220.82    | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                         | Industrial Bank of Korea                                                                                                      | CUSIP: 45604HAN7<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $623878.79    | 0.00%             | 2028-10-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                                              | New York State Electric & Gas Corp.                                                                                           | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    305000 | PA      | $323246.02    | 0.00%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                       | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1015000 | PA      | $1026170.11   | 0.00%             | 2027-07-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RBG0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $1196731.92   | 0.00%             | 2030-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    980000 | PA      | $968745.53    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                                                                 | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    942000 | PA      | $886993.69    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3346000 | PA      | $3283773.08   | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    945000 | PA      | $894145.05    | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    868667 | PA      | $873328.11    | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1900000 | PA      | $2039901.21   | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                                                           | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    535000 | PA      | $530134.64    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                                     | MasTec, Inc.                                                                                                                  | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1231745.87   | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                           | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1367123.24   | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70953000 | PA      | $71995122.19  | 0.21%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12306567 | PA      | $12040875.63  | 0.03%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    545000 | PA      | $567088.73    | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                                                                | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    873000 | PA      | $882598.00    | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                          | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1752191.05   | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                                                                       | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $693656.95    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   3060000 | PA      | $3045806.64   | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc.                                                                                          | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    306000 | PA      | $340077.40    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    730000 | PA      | $679640.13    | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1322462.65   | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WKQR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178227 | PA      | $168030.20    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                           | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303754.57    | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                       | US Bank NA                                                                                                                    | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50477.21     | 0.00%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                                         | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176163.53    | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                                               | Coeur Mining, Inc.                                                                                                            | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    366000 | PA      | $365242.99    | 0.00%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    590000 | PA      | $600960.28    | 0.00%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                                         | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  13630000 | PA      | $12005550.09  | 0.03%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                                 | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    584000 | PA      | $557836.16    | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1086107.29   | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | Allegion plc                                                                                                                  | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    530000 | PA      | $517286.37    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                                                    | Virtusa Corp.                                                                                                                 | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353220.06    | 0.00%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                                    | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2066505.66   | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                                           | Northwest Pipeline LLC                                                                                                        | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    363000 | PA      | $363052.15    | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                              | Republic of Armenia                                                                                                           | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |    600000 | PA      | $546280.68    | 0.00%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1381921.97   | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XBQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5527468 | PA      | $4781960.58   | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                       | Israel Electric Corp. Ltd.                                                                                                    | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |    250000 | PA      | $263881.13    | 0.00%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2985890.32   | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    950000 | PA      | $963210.99    | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    765000 | PA      | $767047.62    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                          | FWD Group Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $463634.19    | 0.00%             | 2033-12-06      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1600000 | PA      | $1042089.34   | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1769149.44   | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                                                                    | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441332.12    | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings                                                                                                 | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    371000 | PA      | $313788.85    | 0.00%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                                                           | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92835.57     | 0.00%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                         | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1470570.88   | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Nigeria Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1200000 | PA      | $1280977.17   | 0.00%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WHT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3500 | PA      | $3481.29      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                            | Kioxia Holdings Corp.                                                                                                         | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    845000 | PA      | $883154.17    | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    595000 | PA      | $617480.21    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $508361.38    | 0.00%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    970000 | PA      | $608782.80    | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                                     | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1962273.04   | 0.01%             | 2035-02-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    449000 | PA      | $383940.58    | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                                                                | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    470000 | PA      | $450342.99    | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    490000 | PA      | $425884.34    | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1452584.77   | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Burgan Senior SPC Ltd.                                                           | Burgan Senior SPC Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 558600G8B5ZWQJ91NK28       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $604000.79    | 0.00%             | 2030-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1136418.05   | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    268000 | PA      | $217427.78    | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2831039.84   | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1925000 | PA      | $1571373.63   | 0.00%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | Block Financial LLC                                                                                                           | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    782000 | PA      | $749351.62    | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                               | Getty Images, Inc.                                                                                                            | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    615000 | PA      | $622769.59    | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| IDEX Corp.                                                                       | IDEX Corp.                                                                                                                    | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    620000 | PA      | $565685.78    | 0.00%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |   1500000 | PA      | $1668534.97   | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: —       |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $963777.52    | 0.00%             | 2037-10-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1473857.25   | 0.00%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                           | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    460000 | PA      | $475753.18    | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $969012.97    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                 | City of New York, Series 2011C-1                                                                                              | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    450000 | PA      | $461971.53    | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4037001 | PA      | $3823233.91   | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $996013.19    | 0.00%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                         | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $793879.83    | 0.00%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202115 | PA      | $200820.97    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4086000 | PA      | $3196268.24   | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    507000 | PA      | $530901.39    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    530000 | PA      | $516936.51    | 0.00%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1401364 | PA      | $1317751.51   | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87212000 | PA      | $85426879.38  | 0.24%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                        | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    385000 | PA      | $378687.74    | 0.00%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1608655.84   | 0.00%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class B                                                                                | CUSIP: 07337DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $525409.48    | 0.00%             | 2058-07-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                | Blue Owl Technology Finance Corp.                                                                                             | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354941.96    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    835000 | PA      | $861233.23    | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    445000 | PA      | $456655.73    | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Co. SAOC                                                           | Mazoon Assets Co. SAOC                                                                                                        | CUSIP: N/A<br>LEI: 6354003TDIRN5Y6LJP91       | Long             | DBT              | CORP              | OM        |    800000 | PA      | $812810.94    | 0.00%             | 2031-10-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1600000 | PA      | $1665222.34   | 0.00%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                                                                           | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    635000 | PA      | $649901.08    | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    888000 | PA      | $832150.86    | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    869000 | PA      | $809456.08    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    390000 | PA      | $399217.22    | 0.00%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | Brandywine Operating Partnership LP                                                                                           | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    590000 | PA      | $633535.49    | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $863429.51    | 0.00%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                           | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $534307.11    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Plurinational State of Bolivia                                                   | Plurinational State of Bolivia                                                                                                | CUSIP: N/A<br>LEI: 529900TGIRPY3SZXEB56       | Long             | DBT              | NUSS              | BO        |   1000000 | PA      | $939924.84    | 0.00%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                                            | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $391003.90    | 0.00%             | 2035-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3185000 | PA      | $3298040.35   | 0.01%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                           | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200122.31    | 0.00%             | 2030-04-12      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                        | Nokia OYJ                                                                                                                     | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    565000 | PA      | $605530.61    | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CR0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $499527.23    | 0.00%             | 2031-01-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                                                                        | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    803000 | PA      | $817975.38    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    426000 | PA      | $402550.77    | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    970000 | PA      | $978895.03    | 0.00%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | Kommunalbanken AS                                                                                                             | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    705000 | PA      | $629115.43    | 0.00%             | 2030-06-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    610000 | PA      | $604330.83    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                                        | CUSIP: 656029AH8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1410000 | PA      | $1230737.98   | 0.00%             | 2031-09-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: —       |
| Los Angeles Department of Water & Power                                          | Los Angeles Department of Water & Power, Series 2010A                                                                         | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    855000 | PA      | $926477.87    | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    489000 | PA      | $494286.39    | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                                  | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262406.71    | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                            | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1065382.81   | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368047.94    | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12525703.13  | 0.04%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    534000 | PA      | $603751.47    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26249 | PA      | $26640.68     | 0.00%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alpek SAB de CV                                                                  | Alpek SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $373939.38    | 0.00%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46540000 | PA      | $44300262.50  | 0.13%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    935000 | PA      | $996781.35    | 0.00%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SMIC SG Holdings Pte. Ltd.                                                       | SMIC SG Holdings Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900CQKQDZMZH3G563       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $410004.57    | 0.00%             | 2029-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP, Series B                                                                                         | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    432000 | PA      | $507326.49    | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1260000 | PA      | $1240445.83   | 0.00%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                            | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    305000 | PA      | $295917.79    | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    620000 | PA      | $627189.39    | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B10, Class A4                                                                           | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4908288.45   | 0.01%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                         | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    735000 | PA      | $703311.89    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                                | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1605000 | PA      | $1622981.12   | 0.00%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                       | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    777000 | PA      | $701163.29    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1280434.26   | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1095000 | PA      | $1140043.86   | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co.                                                                                                               | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    665000 | PA      | $625513.64    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                            | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    690000 | PA      | $630843.31    | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XHG84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2094486 | PA      | $1968282.82   | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560703.64    | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1330000 | PA      | $1357096.65   | 0.00%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                                  | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    655000 | PA      | $678522.00    | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140GSN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13841 | PA      | $14093.98     | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                             | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $796324.50    | 0.00%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                                                      | Loews Corp.                                                                                                                   | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118276.40    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2400000 | PA      | $2288817.55   | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 Park Funding Trust                                                                                                        | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $398364.39    | 0.00%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4636123 | PA      | $4443017.83   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1800000 | PA      | $1788611.03   | 0.01%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                                 | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    733000 | PA      | $701613.50    | 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        |    355000 | PA      | $359768.35    | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E Wildfire Recovery Funding LLC, Series A-1                                                                                | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210803 | PA      | $209958.50    | 0.00%             | 2031-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1672000 | PA      | $1542860.88   | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alinma Sukuk Ltd.                                                                | Alinma Sukuk Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300UOBOJVBACQKT03       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $405294.25    | 0.00%             | 2030-07-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                                                               | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   4425000 | PA      | $3886848.21   | 0.01%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1478948.14   | 0.00%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBD0<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    885000 | PA      | $882072.52    | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                                 | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    564000 | PA      | $548464.87    | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PTT Treasury Center Co. Ltd.                                                     | PTT Treasury Center Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900FBQLIN5XACCX50       | Long             | DBT              | CORP              | TH        |    200000 | PA      | $174912.78    | 0.00%             | 2042-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $363724.80    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                                   | Dcli Bidco LLC                                                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    515000 | PA      | $524476.74    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare, Inc.                                                             | AMN Healthcare, Inc.                                                                                                          | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    430000 | PA      | $411264.04    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    595000 | PA      | $591527.09    | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BSF Finance                                                                      | BSF Finance                                                                                                                   | CUSIP: N/A<br>LEI: 549300FJCGREO1P1UL36       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $610871.16    | 0.00%             | 2027-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shanghai Commercial Bank Ltd.                                                    | Shanghai Commercial Bank Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300DLWZLXC60CXS69       | Long             | DBT              | CORP              | HK        |    250000 | PA      | $257170.15    | 0.00%             | 2033-02-28      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                            | Allwyn Entertainment Financing UK plc                                                                                         | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $624365.70    | 0.00%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VI DAC                                    | Virgin Media O2 Vendor Financing Notes VI DAC                                                                                 | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |    565000 | PA      | $560206.56    | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    723000 | PA      | $665071.84    | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    925000 | PA      | $749777.48    | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1600000 | PA      | $1635730.03   | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    766000 | PA      | $640300.37    | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                               | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    775000 | PA      | $764552.55    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    560000 | PA      | $570067.15    | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | Brighthouse Financial Global Funding                                                                                          | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303872.06    | 0.00%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    775000 | PA      | $806940.27    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                         | Broadstone Net Lease LLC                                                                                                      | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275073.71    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1624841 | PA      | $1507959.78   | 0.00%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140HAFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83637 | PA      | $83273.57     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    905000 | PA      | $904732.46    | 0.00%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173175 | PA      | $169063.18    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                                           | Federal Home Loan Bank Bonds                                                                                                  | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    170000 | PA      | $168582.43    | 0.00%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                                 | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1978000 | PA      | $2074952.90   | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric & Power Co.                                                    | Virginia Electric & Power Co.                                                                                                 | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    942000 | PA      | $541380.57    | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                          | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    645000 | PA      | $628415.94    | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1496696.10   | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    742000 | PA      | $740814.54    | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1549764 | PA      | $1557660.50   | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                                           | Suriname Government International Bond                                                                                        | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |   1000000 | PA      | $1073510.08   | 0.00%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class AS                                                                                 | CUSIP: 05593QAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1023896.47   | 0.00%             | 2057-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                                                         | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1149568.51   | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    830000 | PA      | $850821.49    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1200000 | PA      | $1184828.94   | 0.00%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $183628.05    | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    425000 | PA      | $409640.18    | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                            | Prestige Brands, Inc.                                                                                                         | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525221.81    | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                            | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205027.71    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395391.97    | 0.00%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2564458 | PA      | $2685940.12   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $267660.31    | 0.00%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                            | Global Infrastructure Solutions, Inc.                                                                                         | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395504.19    | 0.00%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                                                                      | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45052.53     | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                                                                            | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    480000 | PA      | $416981.88    | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    440000 | PA      | $397775.61    | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                                                                | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    445000 | PA      | $445345.78    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $728953.61    | 0.00%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp.                                                            | Ares Management Corp.                                                                                                         | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    490000 | PA      | $516981.89    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2024-BNK47, Class A5                                                                                             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2220000 | PA      | $2359181.79   | 0.01%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  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        |   1255000 | PA      | $1253189.37   | 0.00%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                               | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |    800000 | PA      | $829720.99    | 0.00%             | 2030-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                       | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   2000000 | PA      | $1912424.23   | 0.01%             | 2029-12-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                                    | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1036712.60   | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QTUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6722159 | PA      | $7099322.17   | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                             | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    731000 | PA      | $519520.64    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2845000 | PA      | $2896035.85   | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2545455.58   | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    888000 | PA      | $580065.56    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    680000 | PA      | $684980.69    | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 31307STN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100580 | PA      | $97431.30     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410248.98    | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1130000 | PA      | $829163.26    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    555000 | PA      | $571404.03    | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804165.72    | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                             | Barrick Mining Corp.                                                                                                          | CUSIP: 067901AH1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $191223.06    | 0.00%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4763355 | PA      | $3905230.21   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K098, Class A2                      | CUSIP: 3137FPHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $952277.83    | 0.00%             | 2029-08-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                           | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $535735.74    | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                                  | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    935000 | PA      | $889494.70    | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                              | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    628000 | PA      | $626288.55    | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                       | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $298194.72    | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $912688.35    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    530000 | PA      | $395187.92    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    405000 | PA      | $391029.42    | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                       | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1910000 | PA      | $2217289.42   | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3400000 | PA      | $2729636.59   | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86762000 | PA      | $85938438.83  | 0.24%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1111879.60   | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                                                        | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $402466.41    | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | Kommuninvest I Sverige AB                                                                                                     | CUSIP: 50046PCM5<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $199488.38    | 0.00%             | 2027-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                                                             | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    630000 | PA      | $651724.16    | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $398750.95    | 0.00%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495403.83    | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $1596746.23   | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                                 | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    326000 | PA      | $350504.81    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    980000 | PA      | $918079.31    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1047670.38   | 0.00%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                                     | ROBLOX Corp.                                                                                                                  | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1041755.59   | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    535000 | PA      | $592014.64    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                                     | Deluxe Corp.                                                                                                                  | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    505000 | PA      | $530326.60    | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1141887.88   | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                        | NVR, Inc.                                                                                                                     | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475057.90    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                                  | MV24 Capital BV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    694030 | PA      | $702033.44    | 0.00%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                                      | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    461000 | PA      | $367069.27    | 0.00%             | 2042-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    555000 | PA      | $487173.21    | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MMUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5900 | PA      | $5796.04      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                              | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1898000 | PA      | $1935510.71   | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $735773.54    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3142GQYD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4544076 | PA      | $4777759.35   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3931797 | PA      | $3057555.95   | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                           | ON Semiconductor Corp.                                                                                                        | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    685000 | PA      | $670960.15    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $669225.18    | 0.00%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                      | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |    600000 | PA      | $606987.15    | 0.00%             | 2030-09-10      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                                  | BGC Group, Inc.                                                                                                               | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    595000 | PA      | $622674.04    | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $619069.16    | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $463824.96    | 0.00%             | 2036-05-13      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    820000 | PA      | $571481.00    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                        | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1020000 | PA      | $1039609.35   | 0.00%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    605000 | PA      | $605254.85    | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                               | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2000000 | PA      | $1341292.07   | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                             | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    595000 | PA      | $581001.81    | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust, Series 2026-1, Class A3                                                                              | CUSIP: 14320XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1905157.69   | 0.01%             | 2031-03-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384716.08    | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                              | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    633000 | PA      | $638385.22    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1169403.33   | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                               | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    410000 | PA      | $386553.22    | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1870000 | PA      | $1540120.31   | 0.00%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                                               | SBL Holdings, Inc.                                                                                                            | CUSIP: 78397DAB4<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    603000 | PA      | $560753.90    | 0.00%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                            | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1105000 | PA      | $1110817.35   | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    800000 | PA      | $859946.93    | 0.00%             | 2034-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                                    | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    655000 | PA      | $405616.81    | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    465000 | PA      | $404540.76    | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $989748.20    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                                   | Sisecam UK plc                                                                                                                | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $828572.02    | 0.00%             | 2032-05-02      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                               | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    645000 | PA      | $667597.26    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    892000 | PA      | $699458.34    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1800000 | PA      | $1888063.02   | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                                    | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $953443.62    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    828000 | PA      | $667070.43    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB Capital, Inc.                                                                                                           | CUSIP: 22411VAZ1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    755000 | PA      | $765027.73    | 0.00%             | 2028-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Organon & Co.                                                                    | Organon & Co.                                                                                                                 | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1618614.46   | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | Pacific LifeCorp                                                                                                              | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    305000 | PA      | $287890.52    | 0.00%             | 2043-01-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                    | Duquesne Light Holdings, Inc.                                                                                                 | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129523.46    | 0.00%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                                   | SRC Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |   1000000 | PA      | $980422.22    | 0.00%             | 2035-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                                | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    765000 | PA      | $771532.81    | 0.00%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAB0<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $266553.75    | 0.00%             | 2051-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290991.19    | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Golar LNG Ltd.                                                                   | Golar LNG Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    600000 | PA      | $592289.34    | 0.00%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS Specialty Finance LLC                                                                                                    | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $224850.43    | 0.00%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1176000 | PA      | $1159025.59   | 0.00%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    439000 | PA      | $334798.24    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                                | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $436198.15    | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    738000 | PA      | $539858.34    | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    584218 | PA      | $548419.28    | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1487042.59   | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1162237 | PA      | $1088408.42   | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Airport Authority                                                                | Airport Authority                                                                                                             | CUSIP: 00946AAF1<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    600000 | PA      | $451311.81    | 0.00%             | 2062-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                                                                   | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1231000 | PA      | $860931.22    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   1470000 | PA      | $1448264.77   | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                         | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1211637.31   | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                       | Snap, Inc.                                                                                                                    | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    465000 | PA      | $474977.88    | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1174806.29   | 0.00%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2728000 | PA      | $2689359.36   | 0.01%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    765000 | PA      | $774904.76    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1352448.91   | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Republic of Korea                                                                                                             | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $991047.79    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                                    | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    540000 | PA      | $493450.96    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp.                                                                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | DBT              | CORP              | CN        |    600000 | PA      | $601738.27    | 0.00%             | 2028-05-28      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1364352.50   | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1053318.57   | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    312000 | PA      | $282971.14    | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                                   | American Financial Group, Inc.                                                                                                | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193554.88    | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                               | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    960000 | PA      | $929152.08    | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                                                           | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387225.16    | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                                    | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $824006.23    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    806136 | PA      | $755664.93    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36050000 | PA      | $35572619.14  | 0.10%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                                  | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1140000 | PA      | $1148975.07   | 0.00%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $3005601.27   | 0.01%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | Suzano Netherlands BV                                                                                                         | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1193768.80   | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                  | Phillips 66 Co., Series A                                                                                                     | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    540000 | PA      | $537498.67    | 0.00%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C15, Class A5                                                                               | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1940000 | PA      | $1830455.37   | 0.01%             | 2055-04-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $763115.00    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1057468.61   | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140K06S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244659 | PA      | $221261.75    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $250085.93    | 0.00%             | 2028-01-14      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                                  | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1000000 | PA      | $996509.02    | 0.00%             | 2031-09-23      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    640000 | PA      | $405522.90    | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                             | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    510000 | PA      | $450859.05    | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    840000 | PA      | $865734.19    | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $1814507.09   | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $732935.20    | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $917448.40    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                             | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    406000 | PA      | $303848.14    | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                                                                | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    605000 | PA      | $641321.73    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1142000 | PA      | $950166.55    | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Nanshan Life Pte. Ltd.                                                           | Nanshan Life Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2138006QCWSN6N7E1140       | Long             | DBT              | CORP              | SG        |    800000 | PA      | $788594.87    | 0.00%             | 2034-09-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                   | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    490000 | PA      | $494731.12    | 0.00%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3617BKPT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122050 | PA      | $117419.84    | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    950000 | PA      | $934626.44    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                                | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $739491.45    | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1002743.45   | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                                        | Diamond Foreign Asset Co.                                                                                                     | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    549000 | PA      | $583943.99    | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                                    | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299564.72    | 0.00%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                               | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    585000 | PA      | $606920.10    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                                | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297183.20    | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority, Series 2021A                                                                                | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    710000 | PA      | $548016.90    | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2358000 | PA      | $2333462.53   | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                          | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1130000 | PA      | $1155822.32   | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2020C                                                                         | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $411150.51    | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    910000 | PA      | $955500.66    | 0.00%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    620000 | PA      | $637722.95    | 0.00%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | Oesterreichische Kontrollbank AG                                                                                              | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    980000 | PA      | $980033.28    | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $388380.82    | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    575000 | PA      | $594442.56    | 0.00%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2023-B38, Class A2                                                                           | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6152494.20   | 0.02%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                            | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1435000 | PA      | $1506636.06   | 0.00%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96432 | PA      | $95701.43     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                                         | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    405000 | PA      | $384712.43    | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Peru SA                                                | Transportadora de Gas del Peru SA                                                                                             | CUSIP: N/A<br>LEI: 529900SKHHNI5HVI0Y66       | Long             | DBT              | CORP              | PE        |    480000 | PA      | $479038.88    | 0.00%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1717223.27   | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3800000 | PA      | $3811242.79   | 0.01%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    815000 | PA      | $782952.64    | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |    600000 | PA      | $572554.64    | 0.00%             | 2049-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    535000 | PA      | $459225.74    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6877488 | PA      | $5916195.86   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                      | Baidu, Inc.                                                                                                                   | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    894000 | PA      | $889843.44    | 0.00%             | 2027-07-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                               | Spirit Airlines Pass-Through Trust, Series 2015-1, Class A                                                                    | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2333 | PA      | $2224.90      | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                              | American Transmission Systems, Inc.                                                                                           | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $626974.30    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                           | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    624000 | PA      | $550767.97    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                        | DH Europe Finance II SARL                                                                                                     | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    930000 | PA      | $669210.90    | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | Morgan Stanley Direct Lending Fund                                                                                            | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295170.47    | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154ED7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $802749.30    | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                       | United Natural Foods, Inc.                                                                                                    | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    516000 | PA      | $517262.97    | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3343468.52   | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    575000 | PA      | $553338.94    | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP, Series I                                                                                            | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    912000 | PA      | $868892.90    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                       | CUSIP: 12513GBF5<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    976000 | PA      | $942184.51    | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                               | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $1086233.33   | 0.00%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                                  | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    705000 | PA      | $556023.92    | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                                                                       | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    665000 | PA      | $600694.31    | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1995266 | PA      | $1847898.96   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    770000 | PA      | $783816.74    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    860000 | PA      | $851583.96    | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140X9V69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2568697 | PA      | $2489530.04   | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    498000 | PA      | $547399.47    | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1059929.53   | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133G7QM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4546422 | PA      | $4326014.65   | 0.01%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    528000 | PA      | $554476.41    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $488767.40    | 0.00%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    661000 | PA      | $495043.79    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1258939.83   | 0.00%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                        | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    870000 | PA      | $893468.29    | 0.00%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                                  | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    695000 | PA      | $696303.91    | 0.00%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  44541019 | PA      | $39594162.88  | 0.11%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    380000 | PA      | $459445.17    | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                           | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    165000 | PA      | $174605.71    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3361093.75   | 0.01%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                                     | Twilio, Inc.                                                                                                                  | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    538000 | PA      | $516092.63    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $2129658.93   | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1105000 | PA      | $1143363.07   | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System                                 | East Bay Municipal Utility District Water System, Series 2010B                                                                | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $527914.24    | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KNAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4199726 | PA      | $3911433.44   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K100, Class A2                      | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7664602.40   | 0.02%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                                  | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2819000 | PA      | $2764159.41   | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                              | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    407000 | PA      | $403515.15    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Borr IHC Ltd.                                                                    | Borr IHC Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 254900WQF2MM46DNLY83       | Long             | DBT              | CORP              | US        |    541748 | PA      | $555600.77    | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3471000 | PA      | $3176779.95   | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    445000 | PA      | $311663.90    | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   1045000 | PA      | $1093411.21   | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| China Everbright Bank Co. Ltd.                                                   | China Everbright Bank Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300WVNR4RWTGIV379       | Long             | DBT              | CORP              | CN        |    404000 | PA      | $404641.13    | 0.00%             | 2028-05-22      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                | NTT Finance Corp.                                                                                                             | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1010000 | PA      | $1018554.17   | 0.00%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48818000 | PA      | $48236379.30  | 0.14%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                             | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1484678.20   | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2025B                                                                              | CUSIP: 64985SFG3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    300000 | PA      | $309971.42    | 0.00%             | 2055-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| Hong Kong Government International Bond                                          | Hong Kong Government International Bond                                                                                       | CUSIP: 43858AAP5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   1000000 | PA      | $1009744.14   | 0.00%             | 2027-07-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QUHJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5924143 | PA      | $6069241.68   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear, Inc.                                                          | Gildan Activewear, Inc.                                                                                                       | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $847391.03    | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Windfall Mining Group, Inc.                                                      | Windfall Mining Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 984500E4L49391BFF948       | Long             | DBT              | CORP              | CA        |    600000 | PA      | $625578.38    | 0.00%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    663000 | PA      | $531120.65    | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    870000 | PA      | $875999.20    | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y6EA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1924128 | PA      | $1979509.76   | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1722066.91   | 0.00%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                        | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1980215.19   | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64804000 | PA      | $64682492.50  | 0.18%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3418000 | PA      | $3331719.64   | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1122508.80   | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                                         | Neogen Food Safety Corp.                                                                                                      | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $439254.12    | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | Nuveen LLC                                                                                                                    | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $649849.63    | 0.00%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                          | EIG Pearl Holdings SARL                                                                                                       | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | LU        |   1265000 | PA      | $1057232.07   | 0.00%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140Y8BX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7408401 | PA      | $7564582.76   | 0.02%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    660000 | PA      | $586519.81    | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                          | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139916.93    | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                                    | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    507000 | PA      | $478101.03    | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                                                                    | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666141.31    | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                       | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    980000 | PA      | $882890.66    | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   2900000 | PA      | $2776164.76   | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211136.71    | 0.00%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                                                              | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    827000 | PA      | $835467.92    | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Investment Energy Resources Ltd.                                                 | Investment Energy Resources Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900A71Y7WHN7L5K89       | Long             | DBT              | CORP              | BM        |    600000 | PA      | $603934.39    | 0.00%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                                                  | TransAlta Corp.                                                                                                               | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $375456.57    | 0.00%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    585000 | PA      | $585026.06    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                | Brink's Co. (The)                                                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    614000 | PA      | $613293.36    | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                                           | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1469209.92   | 0.00%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                       | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $837151.24    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABJA Investment Co. Pte. Ltd.                                                    | ABJA Investment Co. Pte. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900E6OE5YJ9WCCU19       | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $1019934.18   | 0.00%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    725000 | PA      | $749908.80    | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                                  | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    540000 | PA      | $537354.53    | 0.00%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XFPN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1931071 | PA      | $1786807.14   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Riyad Sukuk Ltd.                                                                 | Riyad Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300P8GI2KKEMZUH97       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1219131.62   | 0.00%             | 2035-07-14      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                          | CUSIP: 69370RAH0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $559394.19    | 0.00%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                                | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240312.97    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | North Texas Tollway Authority, Series 2009B                                                                                   | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1248000 | PA      | $1352126.57   | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: —       |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 213800BKUBSWG53XNS94       | Long             | DBT              | CORP              | AU        |    600000 | PA      | $609258.20    | 0.00%             | 2029-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1270441.26   | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                               | National Securities Clearing Corp.                                                                                            | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    610000 | PA      | $623863.60    | 0.00%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                      | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    600000 | PA      | $624834.47    | 0.00%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2862431 | PA      | $2658320.74   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    835000 | PA      | $964454.84    | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange                                                       | Farmers Insurance Exchange                                                                                                    | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35854.90     | 0.00%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266930 | PA      | $250655.91    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                                  | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    685000 | PA      | $709091.66    | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132WMNJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24992 | PA      | $23432.87     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                            | Shinhan Bank Co. Ltd.                                                                                                         | CUSIP: 82460EAR1<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $395435.23    | 0.00%             | 2032-04-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    360000 | PA      | $351409.89    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E75F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10667 | PA      | $10475.47     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 17 II Ltd.                                            | CK Hutchison International 17 II Ltd.                                                                                         | CUSIP: 12563XAC5<br>LEI: 254900F7C0PB6TKONV55 | Long             | DBT              | CORP              | KY        |   1103000 | PA      | $1089281.99   | 0.00%             | 2027-09-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | Whistler Pipeline LLC                                                                                                         | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    855000 | PA      | $884291.31    | 0.00%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    435000 | PA      | $447514.20    | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    428000 | PA      | $341650.66    | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2337882 | PA      | $1922374.85   | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    620000 | PA      | $617111.41    | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                              | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1355000 | PA      | $1412275.80   | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                               | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1455368.47   | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                                               | Smith & Nephew plc                                                                                                            | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $786708.90    | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Phinia, Inc.                                                                     | Phinia, Inc.                                                                                                                  | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    555000 | PA      | $574577.76    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | Air Liquide Finance SA                                                                                                        | CUSIP: 00913RAE6<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    615000 | PA      | $463873.58    | 0.00%             | 2046-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd.                                                       | Sharjah Sukuk Program Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |   1000000 | PA      | $1001077.65   | 0.00%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                | Public Service Electric & Gas Co.                                                                                             | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437640.87    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    965000 | PA      | $976256.24    | 0.00%             | 2027-01-23      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14088094 | PA      | $14276716.23  | 0.04%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132XVNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    353858 | PA      | $323478.10    | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                         | Penn Entertainment, Inc.                                                                                                      | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $380881.59    | 0.00%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                                                | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    635000 | PA      | $675465.51    | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1400897.87   | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    585000 | PA      | $563028.36    | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                              | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    435000 | PA      | $340581.55    | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                                                                      | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    331000 | PA      | $309778.26    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3616615 | PA      | $3480374.92   | 0.01%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    845000 | PA      | $787511.84    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    755000 | PA      | $775193.98    | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    610000 | PA      | $609113.91    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                       | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    410000 | PA      | $338418.57    | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2926486 | PA      | $2417832.66   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44600000 | PA      | $44868296.88  | 0.13%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                              | Japan Tobacco, Inc.                                                                                                           | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $268631.89    | 0.00%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                 | Abu Dhabi Crude Oil Pipeline LLC                                                                                              | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |   2200000 | PA      | $2026013.53   | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                                        | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    463000 | PA      | $459933.16    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                                                            | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189972.06    | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                                                           | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3865000 | PA      | $3684906.13   | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1023000 | PA      | $937918.49    | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                                | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382242.00    | 0.00%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                        | CUSIP: 71567RAQ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $745610.91    | 0.00%             | 2050-06-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1181885.37   | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1719065 | PA      | $1482467.26   | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                                                                       | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    535000 | PA      | $543677.19    | 0.00%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                              | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503706.46    | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1668161.84   | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2020686.59   | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                  | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    372000 | PA      | $386341.77    | 0.00%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $892212.24    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599406.37    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                                  | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    440000 | PA      | $440172.91    | 0.00%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $868262.59    | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                                      | HEICO Corp.                                                                                                                   | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    695000 | PA      | $714321.84    | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    980000 | PA      | $982312.83    | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                                                                   | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1049139.43   | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    815000 | PA      | $856502.21    | 0.00%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                             | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1228391.03   | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $412718.91    | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1720304.01   | 0.00%             | 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        |    485000 | PA      | $492700.78    | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1230001.47   | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    683000 | PA      | $524792.34    | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co., Series L                                                                                     | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    443000 | PA      | $332269.94    | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132VQLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203033 | PA      | $190696.61    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                          | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    290000 | PA      | $277688.70    | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                                                                         | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | CL        |    800000 | PA      | $563966.45    | 0.00%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2017-CD6, Class A4                                                                                  | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237852 | PA      | $234827.26    | 0.00%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                            | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    383000 | PA      | $348462.22    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $741022.00    | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ERHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110323 | PA      | $104378.58    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    565000 | PA      | $589232.96    | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4627245 | PA      | $4682378.92   | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                                                                  | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $832257.69    | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                                     | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    715000 | PA      | $745964.43    | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    975000 | PA      | $999244.59    | 0.00%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582675.21    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham, Inc.                                                       | Mass General Brigham, Inc., Series 2015                                                                                       | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $108675.91    | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 104948000 | PA      | $105997480.00 | 0.30%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                       | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    760000 | PA      | $756810.17    | 0.00%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1229478.57   | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    733000 | PA      | $670005.27    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                            | Minerva Luxembourg SA                                                                                                         | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $874570.81    | 0.00%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                                    | Premier Entertainment Sub LLC                                                                                                 | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |    705000 | PA      | $460155.89    | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3132LAUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133291 | PA      | $132435.39    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.                                             | Sixth Street Specialty Lending, Inc.                                                                                          | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237151.52    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C8, Class A5                                                                                | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1796675.16   | 0.01%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp.                                                          | Diageo Investment Corp.                                                                                                       | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632079.03    | 0.00%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $377447.27    | 0.00%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    671000 | PA      | $631707.45    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B29, Class A4                                                                           | CUSIP: 08163JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $888722.72    | 0.00%             | 2054-09-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    760000 | PA      | $835917.46    | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2170000 | PA      | $1901753.18   | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1093036.90   | 0.00%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1602000 | PA      | $1687135.87   | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                                                           | BOC Aviation USA Corp.                                                                                                        | CUSIP: N/A<br>LEI: 254900QKLTY6MF4Y3P65       | Long             | DBT              | CORP              | US        |    200000 | PA      | $202474.47    | 0.00%             | 2028-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                             | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    695000 | PA      | $705410.46    | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5142074 | PA      | $4601967.61   | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                          | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    595000 | PA      | $604897.33    | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7476736 | PA      | $7506108.56   | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                                                                      | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    675000 | PA      | $657043.49    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                                                                    | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623178.07    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                                                                 | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    605000 | PA      | $617239.57    | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15095105 | PA      | $13625190.86  | 0.04%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1473362.56   | 0.00%             | 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        |   1865000 | PA      | $1926329.07   | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    940000 | PA      | $890944.65    | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                                             | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    692000 | PA      | $682731.05    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                               | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |    200000 | PA      | $207007.67    | 0.00%             | 2034-06-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                  | LCM Investments Holdings II LLC                                                                                               | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    860000 | PA      | $906156.89    | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                                       | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    810000 | PA      | $824976.75    | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                                  | Blackstone Mortgage Trust, Inc.                                                                                               | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375245.53    | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    508000 | PA      | $505650.02    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    683000 | PA      | $695888.88    | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                              | Province of Alberta                                                                                                           | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    380000 | PA      | $382849.61    | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                                      | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1472000 | PA      | $1470184.66   | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                              | CUSIP: 3128MJ4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56187 | PA      | $55826.83     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10563414 | PA      | $9759053.91   | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    753000 | PA      | $714662.99    | 0.00%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    525000 | PA      | $516241.84    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICL Group Ltd.                                                                   | ICL Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | DBT              | CORP              | IL        |    753000 | PA      | $780542.26    | 0.00%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    912000 | PA      | $916339.91    | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $998917.59    | 0.00%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    850000 | PA      | $521811.51    | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    595000 | PA      | $612707.32    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    975000 | PA      | $966811.67    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    803000 | PA      | $785386.23    | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3205813.31   | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | Citadel Finance LLC                                                                                                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1038150.81   | 0.00%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $474321.57    | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                             | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    987000 | PA      | $694244.54    | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    505000 | PA      | $504528.12    | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                                                                   | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $581479.77    | 0.00%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1264401.20   | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    654000 | PA      | $675753.96    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XJEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1625004 | PA      | $1574460.50   | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Axian Telecom Holding & Management plc                                           | Axian Telecom Holding & Management plc                                                                                        | CUSIP: N/A<br>LEI: 984500B7DCD97EB04857       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $607158.63    | 0.00%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1570804.45   | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PLDT, Inc.                                                                       | PLDT, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |    200000 | PA      | $184201.44    | 0.00%             | 2031-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    485000 | PA      | $412099.69    | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Radian Group, Inc.                                                               | Radian Group, Inc.                                                                                                            | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    746000 | PA      | $748851.57    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                          | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    779000 | PA      | $739426.92    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   1095000 | PA      | $319655.69    | 0.00%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | New Jersey Economic Development Authority, Series A                                                                           | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1085000 | PA      | $1130190.84   | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus OYJ                                                                | Kuntarahoitus OYJ                                                                                                             | CUSIP: 62630CEK3<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1275000 | PA      | $1294199.81   | 0.00%             | 2029-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                                               | HAT Holdings I LLC                                                                                                            | CUSIP: 418751AD5<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    610000 | PA      | $568924.02    | 0.00%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Almarai Sukuk Ltd.                                                               | Almarai Sukuk Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300R2WJK99D0C8819       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $394427.05    | 0.00%             | 2030-09-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series 2010-A                                                                        | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    306000 | PA      | $327001.69    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45844000 | PA      | $45897723.44  | 0.13%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                                   | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    414000 | PA      | $348995.50    | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    970000 | PA      | $884067.17    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                                                                      | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1400000 | PA      | $1465322.09   | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                       | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1769334.36   | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                                    | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    309000 | PA      | $328580.40    | 0.00%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                           | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    609000 | PA      | $642998.81    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $567927.41    | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7425586 | PA      | $6111986.74   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                           | Czechoslovak Group A/S                                                                                                        | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |   1000000 | PA      | $1043416.30   | 0.00%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $469573.12    | 0.00%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    664000 | PA      | $657971.16    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    675000 | PA      | $704241.67    | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140W0R72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6140562 | PA      | $6408996.15   | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140A1VP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1209117 | PA      | $1241280.07   | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                                                       | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $379812.63    | 0.00%             | 2051-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297870.96    | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center, Series 2015                                                                           | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    466000 | PA      | $377847.71    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                | National Grid plc                                                                                                             | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $604018.39    | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1801495 | PA      | $1876060.83   | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32464600 | PA      | $31252250.09  | 0.09%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    420000 | PA      | $412688.41    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 24 II Ltd.                                            | CK Hutchison International 24 II Ltd.                                                                                         | CUSIP: 178908AB5<br>LEI: 254900C3VDI6RVRNF366 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $396604.11    | 0.00%             | 2034-09-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret A/S                                              | Limak Cimento Sanayi ve Ticaret A/S                                                                                           | CUSIP: N/A<br>LEI: 789000EEUQIGHI88WH47       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $610767.09    | 0.00%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $880007.14    | 0.00%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                               | Everest Reinsurance Holdings, Inc.                                                                                            | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    510000 | PA      | $451134.71    | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                       | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1083155.48   | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                             | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    220000 | PA      | $249237.46    | 0.00%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K-172, Class A2 | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2012425.21   | 0.01%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk Ltd.                                                                 | Sobha Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 5493000HMN2AOHV8GU08       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $412231.75    | 0.00%             | 2029-02-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light & Power Co. (The)                                              | Connecticut Light & Power Co. (The), Series A                                                                                 | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    545000 | PA      | $451748.37    | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                              | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    859000 | PA      | $853605.08    | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38500000 | PA      | $36538906.25  | 0.10%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49934.72     | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                                | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $1071874.68   | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    855000 | PA      | $867129.27    | 0.00%             | 2032-10-22      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138ER5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291179 | PA      | $277590.45    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $995966.05    | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                              | Blackstone Holdings Finance Co. LLC                                                                                           | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    168000 | PA      | $158120.57    | 0.00%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                       | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    685000 | PA      | $675238.16    | 0.00%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2013987.20   | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KN5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2994006 | PA      | $2869716.82   | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                                  | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1265571.06   | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    727000 | PA      | $711362.65    | 0.00%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                                  | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    743000 | PA      | $681678.39    | 0.00%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                             | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    960000 | PA      | $981714.77    | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co. Pjsc Masdar                                          | Abu Dhabi Future Energy Co. PJSC Masdar                                                                                       | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |    600000 | PA      | $617220.91    | 0.00%             | 2035-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                             | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41111.40     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    525000 | PA      | $514479.89    | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1878629.95   | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4201601 | PA      | $3464427.67   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                             | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    770000 | PA      | $694200.44    | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $191936.34    | 0.00%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                            | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    680000 | PA      | $700964.70    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $398394.06    | 0.00%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                                   | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    361000 | PA      | $110660.43    | 0.00%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                              | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $661290.08    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                           | Trustees of Princeton University (The)                                                                                        | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92137.56     | 0.00%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                                     | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    540000 | PA      | $410369.59    | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11101444 | PA      | $10917599.44  | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                               | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1080850.29   | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                                    | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10332.65     | 0.00%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815788 | PA      | $820114.53    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                                                        | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    600000 | PA      | $589500.71    | 0.00%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                           | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    610000 | PA      | $606338.03    | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                                                                       | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $399283.74    | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                            | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    535000 | PA      | $551262.86    | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1065000 | PA      | $944656.88    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3975000 | PA      | $3703207.77   | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp.                                                               | AHS Hospital Corp., Series 2021                                                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    408000 | PA      | $253496.26    | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                              | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    429000 | PA      | $491501.40    | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    735000 | PA      | $588394.80    | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    435000 | PA      | $420387.15    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    535000 | PA      | $534775.71    | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                    | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    330000 | PA      | $259666.71    | 0.00%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    918000 | PA      | $950930.63    | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd.                                                      | Longfor Group Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $501016.43    | 0.00%             | 2029-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                      | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    475000 | PA      | $469181.57    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Navient Corp.                                                                    | Navient Corp.                                                                                                                 | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353284.53    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                                 | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $490586.92    | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1244383.83   | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                                  | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    473000 | PA      | $535289.57    | 0.00%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Knowledge City Guangzhou Investment Group Co. Ltd.                               | Knowledge City Guangzhou Investment Group Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 836800EORCQ98V2FUW69       | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $407517.81    | 0.00%             | 2028-03-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    592000 | PA      | $609181.70    | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                                         | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |   2400000 | PA      | $2455301.53   | 0.01%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                         | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2253000 | PA      | $2152326.02   | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                             | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    270000 | PA      | $293207.91    | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                            | Cantor Commercial Real Estate Lending, Series 2019-CF2, Class A5                                                              | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $713484.72    | 0.00%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Unisys Corp.                                                                     | Unisys Corp.                                                                                                                  | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    675000 | PA      | $639292.59    | 0.00%             | 2031-01-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: —       |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566981.47    | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                              | Waste Pro USA, Inc.                                                                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    810000 | PA      | $836186.39    | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                                  | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    853000 | PA      | $839345.22    | 0.00%             | 2028-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                                                                 | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $646353.74    | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Quincy Health LLC                                                                | Quincy Health LLC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       489 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                                                  | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1102178.55   | 0.00%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                               | Brown-Forman Corp.                                                                                                            | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429915.87    | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                              | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1088855.83   | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                            | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    565000 | PA      | $583454.96    | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                                                                | CUSIP: 05971V2K0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    500000 | PA      | $504365.89    | 0.00%             | 2037-01-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140XKQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2619263 | PA      | $2687497.71   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                            | New Enterprise Stone & Lime Co., Inc.                                                                                         | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272097.52    | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| VoltaGrid LLC                                                                    | VoltaGrid LLC                                                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1590992.26   | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                | Choice Hotels International, Inc.                                                                                             | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    555000 | PA      | $531494.75    | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | Yale University, Series 2025                                                                                                  | CUSIP: 98459LAD5<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87082.90     | 0.00%             | 2032-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: 302154EC9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $607497.44    | 0.00%             | 2034-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| China Huaneng Group Hong Kong Treasury Management Holding Ltd.                   | China Huaneng Group Hong Kong Treasury Management Holding Ltd.                                                                | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $406829.65    | 0.00%             | 2027-07-05      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    600000 | PA      | $621781.55    | 0.00%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                                                                   | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    615000 | PA      | $612089.60    | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                                   | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    785000 | PA      | $746725.11    | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of East Asia Ltd. (The)                                                     | Bank of East Asia Ltd. (The)                                                                                                  | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |    500000 | PA      | $500062.98    | 0.00%             | 2032-04-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                                                                          | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $1001016.59   | 0.00%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140FVVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12978 | PA      | $12888.72     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                          | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1209850.81   | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1207610.29   | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $924871.23    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    495000 | PA      | $483117.44    | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | Tyco Electronics Group SA                                                                                                     | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    555000 | PA      | $560003.80    | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CIMB Bank Bhd.                                                                   | CIMB Bank Bhd.                                                                                                                | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $389321.74    | 0.00%             | 2027-07-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment 2021 Ltd.                                                  | SF Holding Investment 2021 Ltd.                                                                                               | CUSIP: N/A<br>LEI: 655600V9A105VPU0VS17       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $750408.61    | 0.00%             | 2031-11-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                           | Turkiye Is Bankasi A/S                                                                                                        | CUSIP: 900151AP6<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $399258.18    | 0.00%             | 2037-02-05      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                                                                     | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    946000 | PA      | $812326.03    | 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        |    285000 | PA      | $284341.81    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp.                                                                 | OhioHealth Corp.                                                                                                              | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    399000 | PA      | $295064.68    | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1341260.92   | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                                               | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    810000 | PA      | $834034.50    | 0.00%             | 2029-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    805000 | PA      | $850709.31    | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| New York & Presbyterian Hospital (The)                                           | New York & Presbyterian Hospital (The)                                                                                        | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $73060.70     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                                                                     | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377826.11    | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    490000 | PA      | $501607.48    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    542000 | PA      | $549100.96    | 0.00%             | 2029-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                                                            | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    525000 | PA      | $476131.48    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                | Fidelity National Financial, Inc.                                                                                             | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    965000 | PA      | $920502.24    | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                                    | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    476000 | PA      | $441508.64    | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    640000 | PA      | $535428.41    | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Korea Ocean Business Corp.                                                       | Korea Ocean Business Corp.                                                                                                    | CUSIP: N/A<br>LEI: 988400706OU5BSJ8ZG26       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $412814.85    | 0.00%             | 2029-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    776000 | PA      | $761826.15    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1801268.37   | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Sabal Trail Transmission LLC                                                     | Sabal Trail Transmission LLC                                                                                                  | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    638000 | PA      | $634335.21    | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29760000 | PA      | $30510975.00  | 0.09%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                                      | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2000000 | PA      | $1980117.89   | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $250990.95    | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  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        |    950000 | PA      | $936838.33    | 0.00%             | 2033-06-13      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    725000 | PA      | $704212.13    | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                                    | Premier Entertainment Sub LLC                                                                                                 | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |    730000 | PA      | $539539.78    | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                                  | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    770000 | PA      | $745661.44    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 36179RD55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42986 | PA      | $37892.66     | 0.00%             | 2045-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $961666.32    | 0.00%             | 2043-10-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                               | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1057263.86   | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                                                        | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    460000 | PA      | $479968.11    | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                                                              | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    675000 | PA      | $601656.78    | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    365000 | PA      | $372884.85    | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $2789954.94   | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1084667.30   | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    565000 | PA      | $563235.31    | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45439000 | PA      | $45408825.66  | 0.13%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                                                                 | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    520000 | PA      | $402411.60    | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                   | Tapestry, Inc.                                                                                                                | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    419000 | PA      | $419160.45    | 0.00%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                                      | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    404000 | PA      | $347482.04    | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                                                                    | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    408000 | PA      | $348457.89    | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                            | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1274610.67   | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                                 | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    755000 | PA      | $656598.23    | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                                         | Temasek Financial I Ltd.                                                                                                      | CUSIP: 87973PBB9<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    750000 | PA      | $552147.12    | 0.00%             | 2041-08-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EI Sukuk Co. Ltd.                                                                | EI Sukuk Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300IIDFP0RTSSG071       | Long             | DBT              | CORP              | KY        |    800000 | PA      | $821428.73    | 0.00%             | 2029-05-28      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $993947.24    | 0.00%             | 2047-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2232500 | PA      | $2192445.30   | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                                 | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1380437.04   | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | Japan Bank for International Cooperation                                                                                      | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    365000 | PA      | $357407.57    | 0.00%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                          | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2098269.58   | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Rush System for Health Obligated Group                                           | Rush System for Health Obligated Group, Series 2020                                                                           | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $451261.38    | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1013098.86   | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                                                                   | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    860000 | PA      | $868966.41    | 0.00%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                                   | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    833000 | PA      | $737235.40    | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                                  | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $499630.18    | 0.00%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                                     | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    190000 | PA      | $120646.07    | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power & Light Co.                                                      | Wisconsin Power & Light Co.                                                                                                   | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502634.93    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QNB Bank A/S                                                                     | QNB Bank A/S                                                                                                                  | CUSIP: N/A<br>LEI: 789000Q21SW842S9IJ58       | Long             | DBT              | CORP              | TR        |    600000 | PA      | $630262.67    | 0.00%             | 2029-05-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    789000 | PA      | $759635.56    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2025-3, Class C                                                                | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504604.25    | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA                                                                 | Efesto Bidco SpA Efesto US LLC, Series XR                                                                                     | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |    855000 | PA      | $871312.95    | 0.00%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C32, Class A5                                                                               | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1597278.28   | 0.00%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                                 | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $965238.76    | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                        | CBB International Sukuk Programme Co. WLL                                                                                     | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $990993.86    | 0.00%             | 2027-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                           | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1363076.01   | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                                   | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1254633.97   | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GPS Hospitality Holding Co. LLC                                                  | GPS Hospitality Holding Co. LLC                                                                                               | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $195262.23    | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INNOVATE Corp.                                                                   | INNOVATE Corp.                                                                                                                | CUSIP: 45784JAB1<br>LEI: 549300S6O246JWQQ1K58 | Long             | DBT              | CORP              | US        |     69002 | PA      | $59148.10     | 0.00%             | 2027-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals, Series 2021                                                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $818561.54    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                                     | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    370000 | PA      | $361515.40    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Perenti Finance Pty. Ltd.                                                        | Perenti Finance Pty. Ltd.                                                                                                     | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $416118.00    | 0.00%             | 2029-04-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                             | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    580000 | PA      | $549376.23    | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140J8LN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140722 | PA      | $132142.64    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMB International Leasing Management Ltd.                                        | CMB International Leasing Management Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $374215.11    | 0.00%             | 2031-02-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barings BDC, Inc.                                                                | Barings BDC, Inc.                                                                                                             | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84698.54     | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                           | HLF Financing SARL LLC                                                                                                        | CUSIP: 40390DAC9<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |    640000 | PA      | $606415.61    | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Electricite de France SA                                                         | Electricite de France SA                                                                                                      | CUSIP: 268317AK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1200000 | PA      | $1074803.72   | 0.00%             | 2044-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  57675000 | PA      | $58304979.41  | 0.17%             | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                              | Ameren Illinois Co.                                                                                                           | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    406000 | PA      | $418715.22    | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                               | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1331808.91   | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                                      | CUSIP: 3622A26G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421509 | PA      | $395637.53    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                              | Rithm Capital Corp.                                                                                                           | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    775000 | PA      | $791536.81    | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    874000 | PA      | $874610.01    | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                                                 | El Puerto de Liverpool SAB de CV                                                                                              | CUSIP: N/A<br>LEI: 4469000001BO4JEXZL32       | Long             | DBT              | CORP              | MX        |    400000 | PA      | $429859.20    | 0.00%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    975000 | PA      | $940740.13    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   2539291 | PA      | $1537452.69   | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                                     | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    770000 | PA      | $814580.59    | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    690000 | PA      | $802196.73    | 0.00%             | 2034-11-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                       | Ball Corp.                                                                                                                    | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    805000 | PA      | $739842.97    | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                                  | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1795000 | PA      | $2050189.92   | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                                                           | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1015298.11   | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                                  | Albemarle Corp.                                                                                                               | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    540000 | PA      | $486689.37    | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | Bayer US Finance II LLC                                                                                                       | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1023451.22   | 0.00%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201714.90    | 0.00%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4933087 | PA      | $4454728.72   | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                         | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1359000 | PA      | $1033724.98   | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2533752.99   | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    975000 | PA      | $857132.36    | 0.00%             | 2045-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CFAMC III Co. Ltd.                                                               | CFAMC III Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |   1400000 | PA      | $1393852.99   | 0.00%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                   | Hyundai Capital Services, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300MALMDAGL2ZJJ27       | Long             | DBT              | CORP              | KR        |    400000 | PA      | $396644.15    | 0.00%             | 2027-08-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                                                                     | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    560000 | PA      | $580241.10    | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10501963 | PA      | $8962081.48   | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1360237 | PA      | $1257884.48   | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                             | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1953000 | PA      | $1772595.38   | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                                     | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    745000 | PA      | $627180.31    | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    905000 | PA      | $928691.21    | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                           | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553722.58    | 0.00%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd.                                                            | UltraTech Cement Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $367000.72    | 0.00%             | 2031-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                           | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    635000 | PA      | $633478.18    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | University of Michigan, Series 2022A                                                                                          | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    153000 | PA      | $111464.84    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V14, Class A4                                                                           | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $522521.11    | 0.00%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                                                                      | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    601000 | PA      | $566004.65    | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1088336.54   | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                                    | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    995000 | PA      | $587096.94    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2880864 | PA      | $2792075.97   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $814963.09    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52207000 | PA      | $52900374.22  | 0.15%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    300000 | PA      | $321909.22    | 0.00%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                            | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    660000 | PA      | $650919.20    | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                                        | Yapi ve Kredi Bankasi A/S                                                                                                     | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |   1100000 | PA      | $1168968.45   | 0.00%             | 2034-01-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                                     | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    545000 | PA      | $543683.65    | 0.00%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| National Bank of Ras Al-Khaimah PSC (The)                                        | National Bank of Ras Al-Khaimah PSC (The)                                                                                     | CUSIP: N/A<br>LEI: 254900CDNPJRAT391Y16       | Long             | DBT              | CORP              | AE        |    600000 | PA      | $616088.30    | 0.00%             | 2029-07-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    794000 | PA      | $804665.98    | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $350613.33    | 0.00%             | 2033-04-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 137805000 | PA      | $134941239.84 | 0.38%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                                  | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1150313.14   | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                                                                   | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |    650000 | PA      | $657906.00    | 0.00%             | 2028-11-21      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1448613 | PA      | $1378459.04   | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2095000 | PA      | $2160236.35   | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                          | Goldman Sachs Capital I                                                                                                       | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    574000 | PA      | $610982.13    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64653000 | PA      | $45004549.22  | 0.13%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    861000 | PA      | $840952.96    | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund                                | Commonwealth of Massachusetts Transportation Fund, Series 2010A                                                               | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1029383.32   | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    940000 | PA      | $548241.49    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427NG86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3413594 | PA      | $3474334.58   | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                             | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    570000 | PA      | $560345.52    | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                                                          | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    910000 | PA      | $881585.06    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                                     | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    437000 | PA      | $304940.91    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                                        | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    265000 | PA      | $202333.15    | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                                                                | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    343000 | PA      | $301634.80    | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    965000 | PA      | $976223.31    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                              | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $665868.08    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                          | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    653000 | PA      | $433367.79    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                                   | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $293611.49    | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140QFMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3768560 | PA      | $3249816.94   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140EULA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3123 | PA      | $3095.78      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   1100000 | PA      | $1084148.25   | 0.00%             | 2027-02-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                                   | Eskom Holdings                                                                                                                | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |   1040000 | PA      | $1072489.67   | 0.00%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561039 | PA      | $575837.29    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    480000 | PA      | $482516.16    | 0.00%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3132E03F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36899468 | PA      | $30226494.41  | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544816.73    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SingTel Group Treasury Pte. Ltd.                                                 | SingTel Group Treasury Pte. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $948977.72    | 0.00%             | 2029-08-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1216095.26   | 0.00%             | 2029-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Saturn Oil & Gas, Inc.                                                           | Saturn Oil & Gas, Inc.                                                                                                        | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    683125 | PA      | $698310.53    | 0.00%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                                                                      | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $280889.88    | 0.00%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4623011.05   | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Gol Finance, Inc.                                                                | Gol Finance, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 549300FRXVB8W0960Y03       | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $2065885.89   | 0.01%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                                | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    485000 | PA      | $421695.85    | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |   1000000 | PA      | $1027422.89   | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ICBCIL Finance Co. Ltd.                                                          | ICBCIL Finance Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300ZCUURSNVTOEU07       | Long             | DBT              | CORP              | HK        |    400000 | PA      | $394332.39    | 0.00%             | 2027-01-27      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                                       | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2200000 | PA      | $1552494.77   | 0.00%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                            | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265789.12    | 0.00%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    805000 | PA      | $800352.00    | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Washington University (The)                                                      | Washington University (The), Series 2022                                                                                      | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    360000 | PA      | $261797.48    | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                | Hillenbrand, Inc.                                                                                                             | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    585000 | PA      | $591595.81    | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                                      | Gates Corp.                                                                                                                   | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    515000 | PA      | $535182.85    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2600000 | PA      | $2149629.55   | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Zhongyuan Zhicheng Co. Ltd.                                                      | Zhongyuan Zhicheng Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 300300EML582HGX8DB82       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $408377.29    | 0.00%             | 2027-06-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cedars-Sinai Health System                                                       | Cedars-Sinai Health System, Series 2021                                                                                       | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $99062.02     | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                                             | MSD Investment Corp.                                                                                                          | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205354.22    | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer